MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,733 COMMITMENTS 536 6,652 10,241 32,322 22,331 43,099 39,225 5,634 9,508 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 1,042) 35 -9 169 363 1,088 567 1,247 475 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 13.7 21.0 66.3 45.8 88.4 80.5 11.6 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 10 27 20 31 29 54 63 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 179,879 COMMITMENTS 27,054 41,068 61,689 68,314 50,841 157,058 153,599 22,821 26,280 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 3,540) -2,183 -543 4,199 1,325 -523 3,341 3,134 198 406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 22.8 34.3 38.0 28.3 87.3 85.4 12.7 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 74 72 75 42 40 153 157 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 260,805 COMMITMENTS 57,619 55,969 58,381 116,377 100,808 232,377 215,158 28,427 45,647 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 12,637) -884 12,848 3,814 8,578 -6,799 11,508 9,863 1,128 2,773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 21.5 22.4 44.6 38.7 89.1 82.5 10.9 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323) 87 80 79 98 129 222 259 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,740 COMMITMENTS 3,427 2,358 1,491 2,573 3,838 7,491 7,687 2,249 2,053 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 1,393) 311 -1,310 659 -166 1,992 804 1,342 589 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.2 24.2 15.3 26.4 39.4 76.9 78.9 23.1 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 29 18 15 21 30 59 58 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,621 COMMITMENTS 7,731 1,587 4,337 7,161 8,709 19,229 14,633 5,392 9,989 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 545) 326 -138 -158 151 446 318 149 227 396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 6.4 17.6 29.1 35.4 78.1 59.4 21.9 40.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 32 19 21 35 49 80 77 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 13,937 COMMITMENTS 3,352 1,176 0 10,275 12,410 13,627 13,586 310 351 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 1,204) 3 -84 0 1,170 1,345 1,173 1,261 31 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 8.4 0.0 73.7 89.0 97.8 97.5 2.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 4 0 13 9 17 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 110,559 COMMITMENTS 31,160 25,524 9,788 30,452 57,127 71,400 92,440 39,158 18,119 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 5,412) -455 4,404 1,972 2,742 -906 4,259 5,470 1,153 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 23.1 8.9 27.5 51.7 64.6 83.6 35.4 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 21 18 14 16 21 45 46 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,809 COMMITMENTS 15,616 7,241 3,271 14,127 28,889 33,015 39,402 16,794 10,407 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 3,304) 1,555 -78 250 478 3,590 2,283 3,763 1,021 -459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 14.5 6.6 28.4 58.0 66.3 79.1 33.7 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 14 11 5 9 10 26 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 50,823 COMMITMENTS 32,097 6,709 609 14,922 42,051 47,628 49,369 3,195 1,454 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 554) 745 -839 214 -342 1,424 617 799 -63 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.2 13.2 1.2 29.4 82.7 93.7 97.1 6.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 25 14 3 12 14 37 31 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 117,636 COMMITMENTS 20,201 39,713 12,275 60,387 37,659 92,862 89,646 24,774 27,990 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 10,019) 1,855 -2,757 4,060 759 6,679 6,675 7,982 3,344 2,036 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 33.8 10.4 51.3 32.0 78.9 76.2 21.1 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 19 24 11 16 18 41 47 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 110,027 COMMITMENTS 32,388 22,939 9,247 45,937 58,006 87,572 90,192 22,455 19,835 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 370) -1,113 -2,788 369 4,943 5,526 4,199 3,107 -3,829 -2,737 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 20.8 8.4 41.8 52.7 79.6 82.0 20.4 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 21 31 17 21 25 54 61 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 192,023 COMMITMENTS 45,462 42,936 24,150 69,280 84,964 138,892 152,051 53,131 39,972 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 22,400) 24 10,481 6,071 14,922 2,806 21,016 19,358 1,383 3,041 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 22.4 12.6 36.1 44.2 72.3 79.2 27.7 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 41 47 28 29 32 88 89 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,273 COMMITMENTS 15,297 1,165 0 9,349 25,171 24,646 26,336 2,627 937 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 2,518) 1,946 346 0 358 2,095 2,304 2,441 214 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.1 4.3 0.0 34.3 92.3 90.4 96.6 9.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 12 5 0 9 11 21 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,882,430 COMMITMENTS 860,579 208,632 4427607 6465406 7278771 11753592 11915010 1128838 967,420 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 286,975) -70,587 8,415 124,977 140,157 67,348 194,548 200,740 92,427 86,235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 1.6 34.4 50.2 56.5 91.2 92.5 8.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 75 32 99 120 118 230 222 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 626,562 COMMITMENTS 52,427 29,331 44,574 397,740 478,882 494,741 552,787 131,822 73,776 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 24,210) -430 199 8,862 9,216 10,949 17,649 20,010 6,561 4,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 4.7 7.1 63.5 76.4 79.0 88.2 21.0 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 25 28 34 86 75 132 116 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,925,872 COMMITMENTS 546,957 412,455 114,468 2075590 2051061 2737014 2577983 188,858 347,889 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 43,606) -16,882 -11,644 9,069 68,504 22,330 60,690 19,755 -17,084 23,851 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 14.1 3.9 70.9 70.1 93.5 88.1 6.5 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 437) 98 108 67 160 156 290 299 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 106,589 COMMITMENTS 13,795 11,327 495 82,890 91,489 97,180 103,311 9,409 3,278 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -946) -2,009 -937 35 92 -234 -1,882 -1,135 935 189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 10.6 0.5 77.8 85.8 91.2 96.9 8.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 8 7 2 45 31 54 39 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 26,441 COMMITMENTS 3,045 7,097 0 14,975 16,299 18,020 23,396 8,421 3,045 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -1,549) 531 -215 0 -2,023 -517 -1,492 -732 -57 -817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 26.8 0.0 56.6 61.6 68.2 88.5 31.8 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 5 0 13 17 18 22 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 290,019 COMMITMENTS 97,002 53,481 8,225 166,728 191,236 271,955 252,942 18,064 37,077 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -17,236) -20,633 -4,475 2,982 1,170 -10,231 -16,481 -11,725 -755 -5,511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.4 18.4 2.8 57.5 65.9 93.8 87.2 6.2 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 59 45 23 54 65 122 125 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 105,797 COMMITMENTS 42,410 10,738 7,338 30,029 77,810 79,777 95,887 26,020 9,910 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 5,260) 401 1,506 1,726 3,429 1,890 5,556 5,121 -296 139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.1 10.1 6.9 28.4 73.5 75.4 90.6 24.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 28 10 9 16 16 48 31 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 27,315 COMMITMENTS 7,794 5,745 203 13,324 16,054 21,321 22,002 5,994 5,313 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 1,835) -622 946 200 2,317 879 1,895 2,025 -60 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 21.0 0.7 48.8 58.8 78.1 80.5 21.9 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 14 12 2 15 18 30 32 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,693 COMMITMENTS 11,727 14,278 2,789 24,395 32,634 38,911 49,701 15,782 4,992 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -4,421) 1,266 -2,995 586 1,542 1,560 3,394 -849 -7,815 -3,572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 26.1 5.1 44.6 59.7 71.1 90.9 28.9 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 18 17 4 20 22 39 42 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 23,639 COMMITMENTS 3,218 7,985 281 18,302 13,868 21,801 22,134 1,838 1,505 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -1,279) 362 -1,007 173 -1,497 -92 -962 -926 -317 -353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 33.8 1.2 77.4 58.7 92.2 93.6 7.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 5 4 11 10 22 17 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 16,177 COMMITMENTS 4,649 753 0 10,156 15,104 14,805 15,857 1,372 320 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -495) 165 34 0 -434 -283 -269 -249 -226 -246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 4.7 0.0 62.8 93.4 91.5 98.0 8.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 12 2 0 7 5 19 7
Updated June 5, 2009