MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,024 COMMITMENTS 878 6,165 9,656 31,145 20,999 41,679 36,821 4,345 9,203 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 1,383) 84 195 491 815 462 1,390 1,149 -7 235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 13.4 21.0 67.7 45.6 90.6 80.0 9.4 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 8 29 21 32 29 56 63 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 170,929 COMMITMENTS 26,276 37,314 56,874 65,262 50,615 148,412 144,803 22,517 26,126 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 1,524) -999 -3,537 2,921 1,545 1,190 3,467 574 -1,943 950 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 21.8 33.3 38.2 29.6 86.8 84.7 13.2 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 57 85 83 42 38 155 162 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 247,066 COMMITMENTS 53,920 44,305 54,938 109,654 105,274 218,512 204,518 28,554 42,548 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 1,273) 1,279 2,938 294 -1 -1,559 1,572 1,672 -299 -399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 17.9 22.2 44.4 42.6 88.4 82.8 11.6 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 80 70 89 96 130 223 256 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,038 COMMITMENTS 3,063 3,462 781 2,531 2,040 6,375 6,283 1,663 1,755 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 47) -184 -54 -59 173 -51 -70 -164 117 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.1 43.1 9.7 31.5 25.4 79.3 78.2 20.7 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 23 24 10 19 21 48 51 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,334 COMMITMENTS 6,640 2,200 4,556 7,670 8,181 18,866 14,937 5,468 9,397 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 220) 701 -613 1 -487 545 214 -67 5 287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 9.0 18.7 31.5 33.6 77.5 61.4 22.5 38.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 40 18 24 44 48 97 78 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 11,756 COMMITMENTS 3,349 1,693 0 8,151 9,770 11,500 11,463 256 293 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -259) 203 193 0 -369 -146 -166 47 -93 -306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 14.4 0.0 69.3 83.1 97.8 97.5 2.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 4 0 12 9 16 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 97,250 COMMITMENTS 28,414 23,408 5,000 26,681 51,678 60,095 80,086 37,155 17,164 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 6,113) 3,777 3,545 562 2,094 4,250 6,433 8,357 -320 -2,244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 24.1 5.1 27.4 53.1 61.8 82.4 38.2 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 19 16 11 17 20 41 42 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,133 COMMITMENTS 11,282 6,590 3,160 13,174 21,576 27,616 31,326 14,517 10,807 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 3,860) 2,671 -100 45 847 4,916 3,563 4,860 297 -1,001 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 15.6 7.5 31.3 51.2 65.5 74.4 34.5 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 14 10 6 10 10 26 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 47,350 COMMITMENTS 28,540 7,411 397 14,998 37,768 43,935 45,576 3,415 1,774 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -819) -1,938 -1,599 22 1,022 449 -894 -1,128 75 309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.3 15.7 0.8 31.7 79.8 92.8 96.3 7.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 21 16 2 11 14 32 32 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 103,275 COMMITMENTS 17,330 42,928 5,680 59,167 29,722 82,178 78,331 21,097 24,944 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 2,693) -2,534 720 894 1,632 -3,385 -8 -1,771 2,701 4,464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 41.6 5.5 57.3 28.8 79.6 75.8 20.4 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 16 20 6 16 19 35 42 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 102,319 COMMITMENTS 28,014 22,409 8,492 40,570 49,653 77,077 80,554 25,242 21,765 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 4,694) 941 -2,573 -150 674 7,888 1,466 5,165 3,228 -471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 21.9 8.3 39.7 48.5 75.3 78.7 24.7 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 20 27 15 20 20 50 52 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 147,374 COMMITMENTS 40,951 29,898 13,335 49,142 70,595 103,428 113,828 43,946 33,546 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 1,698) 710 -1,643 -176 3,029 5,846 3,563 4,028 -1,865 -2,330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 20.3 9.0 33.3 47.9 70.2 77.2 29.8 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 40 32 24 28 31 76 79 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 19,239 COMMITMENTS 7,841 1,022 0 9,172 17,354 17,013 18,376 2,226 863 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 2,325) 810 249 0 1,274 2,160 2,084 2,409 241 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.8 5.3 0.0 47.7 90.2 88.4 95.5 11.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 9 5 0 7 9 16 14 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,471,124 COMMITMENTS 816,610 260,821 4311097 6346420 6998481 11474128 11570400 996,996 900,725 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 41,557) 72,674 18,257 -97,332 102,800 93,368 78,142 14,293 -36,585 27,264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 2.1 34.6 50.9 56.1 92.0 92.8 8.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 69 36 90 121 119 224 216 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 589,178 COMMITMENTS 54,691 31,371 33,304 380,897 457,462 468,893 522,138 120,285 67,040 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -22,233) -2,974 2,731 -9,108 -17,263 -15,786 -29,345 -22,164 7,112 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 5.3 5.7 64.6 77.6 79.6 88.6 20.4 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 28 26 31 83 68 129 108 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,826,584 COMMITMENTS 544,925 452,859 83,328 2003578 1993302 2631831 2529489 194,753 297,096 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -17,738) 35,943 -15,930 -37,817 -3,246 40,474 -5,119 -13,273 -12,619 -4,465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 16.0 2.9 70.9 70.5 93.1 89.5 6.9 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442) 104 110 64 150 153 285 296 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 110,236 COMMITMENTS 16,331 11,986 137 84,858 94,111 101,325 106,233 8,910 4,002 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 2,307) 2,306 -1,179 -466 1,147 2,904 2,987 1,259 -679 1,048 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 10.9 0.1 77.0 85.4 91.9 96.4 8.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 11 8 1 48 32 59 41 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 24,169 COMMITMENTS 2,464 5,199 0 14,539 16,682 17,003 21,881 7,166 2,288 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 1,173) 364 671 0 1,911 1,059 2,275 1,730 -1,102 -557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 21.5 0.0 60.2 69.0 70.4 90.5 29.6 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 6 0 13 18 17 24 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 294,846 COMMITMENTS 116,800 50,186 5,538 152,626 205,938 274,964 261,662 19,882 33,184 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 2,808) 32,898 -14,679 -4,524 -22,619 29,874 5,755 10,672 -2,947 -7,863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.6 17.0 1.9 51.8 69.8 93.3 88.7 6.7 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 61 40 19 53 59 120 112 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 95,108 COMMITMENTS 38,934 9,229 5,070 26,525 69,984 70,529 84,283 24,580 10,826 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 2,076) -758 -2,165 618 1,492 2,736 1,352 1,189 724 887 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.9 9.7 5.3 27.9 73.6 74.2 88.6 25.8 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 28 7 9 15 16 46 29 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 27,387 COMMITMENTS 7,064 5,029 1 12,321 14,830 19,386 19,860 8,001 7,527 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -3,241) -475 -6,088 -2 -4,769 887 -5,246 -5,203 2,005 1,962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 18.4 0.0 45.0 54.1 70.8 72.5 29.2 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 13 10 1 13 16 26 27 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,091 COMMITMENTS 13,104 19,404 1,457 21,720 31,902 36,281 52,763 20,810 4,328 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 123) -5,022 1,483 -324 599 154 -4,747 1,313 4,870 -1,190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 34.0 2.6 38.0 55.9 63.5 92.4 36.5 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 16 18 4 20 22 38 42 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 25,838 COMMITMENTS 3,076 9,052 40 20,340 14,766 23,456 23,858 2,382 1,980 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 309) -271 708 -85 18 114 -338 737 647 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 35.0 0.2 78.7 57.1 90.8 92.3 9.2 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 5 2 11 13 19 18 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,936 COMMITMENTS 4,079 452 203 10,295 14,912 14,577 15,567 1,359 369 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -693) -125 -204 203 -479 -350 -401 -351 -292 -342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 2.8 1.3 64.6 93.6 91.5 97.7 8.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 13 2 1 7 3 20 6
Updated May 22, 2009