MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,581 COMMITMENTS 1,207 5,813 9,849 28,464 20,165 39,520 35,827 5,061 8,754 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -4,152) 671 -839 -393 -3,857 -2,166 -3,579 -3,398 -573 -754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 13.0 22.1 63.8 45.2 88.6 80.4 11.4 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 10 29 19 32 30 58 62 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 178,155 COMMITMENTS 24,893 39,079 66,063 64,412 46,739 155,368 151,880 22,787 26,275 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -1,724) -2,162 -1,989 4,374 -3,902 -4,103 -1,690 -1,718 -34 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 21.9 37.1 36.2 26.2 87.2 85.3 12.8 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 66 76 80 43 38 159 159 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 253,375 COMMITMENTS 60,943 58,140 49,722 116,246 100,791 226,911 208,654 26,464 44,721 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -7,430) 3,324 2,171 -8,659 -132 -16 -5,467 -6,504 -1,963 -925 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 22.9 19.6 45.9 39.8 89.6 82.3 10.4 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 79 85 71 91 128 207 253 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,629 COMMITMENTS 3,663 2,023 1,219 2,645 4,633 7,527 7,875 2,102 1,754 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -111) 235 -336 -271 72 795 36 188 -147 -299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.0 21.0 12.7 27.5 48.1 78.2 81.8 21.8 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 27 20 14 23 33 61 57 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,166 COMMITMENTS 7,095 4,275 4,473 6,684 5,957 18,251 14,705 5,915 9,461 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -456) -636 2,688 136 -477 -2,752 -978 72 522 -528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 17.7 18.5 27.7 24.7 75.5 60.9 24.5 39.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 31 26 23 35 42 78 80 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 16,682 COMMITMENTS 3,361 1,689 490 12,395 14,028 16,246 16,207 436 475 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 2,745) 9 513 490 2,120 1,618 2,619 2,621 126 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 10.1 2.9 74.3 84.1 97.4 97.2 2.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 5 1 13 9 18 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 109,374 COMMITMENTS 32,323 19,848 7,733 31,563 69,061 71,620 96,642 37,754 12,732 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -1,185) 1,163 -5,676 -2,056 1,111 11,934 219 4,202 -1,404 -5,387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 18.1 7.1 28.9 63.1 65.5 88.4 34.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 23 15 16 16 21 48 45 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,827 COMMITMENTS 15,014 6,756 3,077 17,855 32,745 35,946 42,578 15,881 9,249 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 2,018) -602 -485 -194 3,728 3,856 2,931 3,177 -913 -1,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 13.0 5.9 34.5 63.2 69.4 82.2 30.6 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 13 9 6 9 10 25 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 58,287 COMMITMENTS 25,637 11,829 2,190 27,782 41,481 55,609 55,500 2,678 2,787 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 7,464) -6,460 5,120 1,581 12,860 -570 7,981 6,131 -517 1,333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.0 20.3 3.8 47.7 71.2 95.4 95.2 4.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 22 21 5 15 14 39 38 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 110,905 COMMITMENTS 21,529 36,031 5,555 59,669 47,192 86,752 88,779 24,152 22,126 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -6,732) 1,328 -3,682 -6,720 -718 9,534 -6,110 -868 -622 -5,864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 32.5 5.0 53.8 42.6 78.2 80.0 21.8 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 21 18 9 16 20 40 44 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 101,235 COMMITMENTS 24,733 27,131 4,665 55,869 48,340 85,267 80,136 15,968 21,099 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -8,792) -7,654 4,192 -4,582 9,932 -9,666 -2,304 -10,056 -6,487 1,265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 26.8 4.6 55.2 47.8 84.2 79.2 15.8 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 18 26 10 24 21 48 51 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 169,146 COMMITMENTS 48,816 33,543 12,785 61,156 93,409 122,757 139,737 46,389 29,410 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -22,877) 3,354 -9,394 -11,365 -8,124 8,445 -16,135 -12,314 -6,742 -10,563 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 19.8 7.6 36.2 55.2 72.6 82.6 27.4 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 41 35 25 31 32 83 81 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 34,760 COMMITMENTS 15,712 939 0 16,667 32,998 32,379 33,937 2,381 823 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 7,487) 415 -226 0 7,318 7,827 7,733 7,601 -246 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.2 2.7 0.0 47.9 94.9 93.2 97.6 6.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 12 4 0 11 14 23 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,132,167 COMMITMENTS 631,435 257,094 4701713 6761481 7163955 12094629 12122762 1037538 1009405 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 249,737) -229,144 48,462 274,107 296,075 -114,816 341,037 207,753 -91,300 41,985 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 2.0 35.8 51.5 54.6 92.1 92.3 7.9 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 76 37 108 131 129 246 243 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 645,314 COMMITMENTS 53,880 30,426 51,947 400,392 483,756 506,219 566,129 139,095 79,185 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 18,752) 1,453 1,095 7,373 2,652 4,874 11,479 13,342 7,273 5,410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 4.7 8.0 62.0 75.0 78.4 87.7 21.6 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 27 28 35 84 73 132 115 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,988,098 COMMITMENTS 542,286 415,809 135,780 2112903 2098743 2790968 2650332 197,130 337,766 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 62,227) -4,671 3,354 21,312 37,314 47,683 53,955 72,349 8,272 -10,122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 13.9 4.5 70.7 70.2 93.4 88.7 6.6 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439) 99 103 74 165 165 304 302 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 105,331 COMMITMENTS 12,525 14,196 612 84,098 86,030 97,236 100,838 8,095 4,492 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -1,258) -1,270 2,869 118 1,209 -5,459 56 -2,473 -1,315 1,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 13.5 0.6 79.8 81.7 92.3 95.7 7.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 8 8 4 47 31 57 42 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 26,720 COMMITMENTS 3,424 7,112 0 14,811 15,916 18,235 23,028 8,485 3,692 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 279) 379 15 0 -164 -383 215 -368 64 647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 26.6 0.0 55.4 59.6 68.2 86.2 31.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 5 0 15 16 20 21 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 290,150 COMMITMENTS 92,330 58,787 7,088 172,480 188,385 271,898 254,259 18,252 35,891 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 131) -4,672 5,306 -1,137 5,753 -2,851 -57 1,317 188 -1,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.8 20.3 2.4 59.4 64.9 93.7 87.6 6.3 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 55 51 22 58 70 123 133 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 112,873 COMMITMENTS 41,137 8,852 3,205 44,691 92,078 89,033 104,135 23,840 8,739 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 7,076) -1,273 -1,886 -4,133 14,663 14,268 9,256 8,248 -2,180 -1,172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.4 7.8 2.8 39.6 81.6 78.9 92.3 21.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 29 6 8 17 19 48 31 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 34,151 COMMITMENTS 7,531 5,998 1,704 17,613 19,102 26,848 26,804 7,303 7,347 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 6,836) -263 253 1,501 4,289 3,048 5,527 4,802 1,309 2,034 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 17.6 5.0 51.6 55.9 78.6 78.5 21.4 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 13 12 6 18 19 33 35 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 67,668 COMMITMENTS 12,230 13,708 2,647 32,095 42,364 46,972 58,719 20,696 8,949 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 12,975) 503 -570 -142 7,700 9,730 8,061 9,018 4,914 3,957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 20.3 3.9 47.4 62.6 69.4 86.8 30.6 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 16 17 3 25 28 43 46 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 24,955 COMMITMENTS 2,923 8,783 291 19,639 14,273 22,853 23,347 2,102 1,608 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,316) -295 798 10 1,337 405 1,052 1,213 264 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 35.2 1.2 78.7 57.2 91.6 93.6 8.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 5 4 11 10 21 17 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 17,569 COMMITMENTS 4,640 855 0 9,943 14,754 14,583 15,609 2,986 1,960 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,392) -9 102 0 -213 -350 -222 -248 1,614 1,640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 4.9 0.0 56.6 84.0 83.0 88.8 17.0 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 12 2 0 7 4 19 6
Updated June 12, 2009