BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,863 COMMITMENTS 0 112 0 4,311 4,240 4,311 4,352 552 510 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 21) 0 30 0 0 47 0 77 21 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.3 0.0 88.7 87.2 88.7 89.5 11.3 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 15 9 15 11 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,653 COMMITMENTS 2,552 6,682 10,804 30,752 22,164 44,108 39,650 4,545 9,003 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 2,910) 418 458 917 1,129 1,174 2,465 2,550 445 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 13.7 22.2 63.2 45.6 90.7 81.5 9.3 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 13 28 20 33 32 60 66 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 165,303 COMMITMENTS 25,873 42,695 53,715 64,446 42,374 144,034 138,784 21,270 26,520 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 7,433) 3,144 2,911 3,113 1,481 1,916 7,738 7,940 -304 -507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 25.8 32.5 39.0 25.6 87.1 84.0 12.9 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 61 75 71 41 36 152 144 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 258,453 COMMITMENTS 62,839 50,713 54,654 115,193 106,816 232,686 212,182 25,768 46,271 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 5,096) 4,152 -7,425 2,671 -2,123 7,725 4,699 2,971 397 2,125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 19.6 21.1 44.6 41.3 90.0 82.1 10.0 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 75 86 78 88 136 208 261 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,557 COMMITMENTS 3,461 1,269 1,226 2,802 5,375 7,489 7,871 2,068 1,686 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -56) -160 -511 97 86 251 23 -163 -79 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.2 13.3 12.8 29.3 56.2 78.4 82.4 21.6 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 27 20 12 19 30 57 51 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,379 COMMITMENTS 8,271 5,060 5,484 6,799 6,729 20,555 17,273 5,824 9,106 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 1,448) 712 -453 1,100 -196 1,054 1,615 1,701 -167 -253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 19.2 20.8 25.8 25.5 77.9 65.5 22.1 34.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 29 27 25 38 46 81 87 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 14,161 COMMITMENTS 4,443 1,935 0 9,386 11,910 13,829 13,845 332 316 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 1,523) 930 39 0 524 1,326 1,454 1,365 69 158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 13.7 0.0 66.3 84.1 97.7 97.8 2.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 4 0 9 8 14 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 89,618 COMMITMENTS 30,432 17,583 9,616 15,882 46,936 55,930 74,135 33,688 15,484 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -42,733) -163 3,217 -2,687 -38,356 -43,953 -41,205 -43,423 -1,528 689 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.0 19.6 10.7 17.7 52.4 62.4 82.7 37.6 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 27 16 16 16 15 49 41 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,822 COMMITMENTS 22,023 7,956 1,915 3,529 26,374 27,467 36,245 16,355 7,578 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 9,470) 5,803 -344 5 987 9,950 6,796 9,611 2,675 -141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.3 18.2 4.4 8.1 60.2 62.7 82.7 37.3 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 11 10 3 5 9 19 19 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 40,150 COMMITMENTS 26,074 10,827 21 10,318 25,342 36,413 36,190 3,737 3,960 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 1,473) 2,463 -43 -127 -1,108 1,390 1,228 1,220 245 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.9 27.0 0.1 25.7 63.1 90.7 90.1 9.3 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 20 16 2 8 13 29 30 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 95,766 COMMITMENTS 24,125 35,069 7,182 40,459 30,550 71,766 72,801 24,000 22,965 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 3,263) -242 3,407 549 1,160 -2,021 1,467 1,935 1,797 1,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 36.6 7.5 42.2 31.9 74.9 76.0 25.1 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 18 18 9 13 16 35 39 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 82,907 COMMITMENTS 21,639 25,783 5,816 33,965 32,310 61,420 63,908 21,487 18,999 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 11,998) 3,838 -652 1,195 2,144 12,438 7,176 12,981 4,822 -983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 31.1 7.0 41.0 39.0 74.1 77.1 25.9 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 15 30 13 18 19 42 53 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 141,578 COMMITMENTS 47,451 29,328 14,973 32,421 58,988 94,846 103,290 46,732 38,288 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 16,105) 8,244 3,321 2,562 3,711 5,608 14,516 11,490 1,589 4,614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 20.7 10.6 22.9 41.7 67.0 73.0 33.0 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 41 43 33 22 30 84 85 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,606 COMMITMENTS 17,977 1,021 0 2,554 20,794 20,531 21,815 2,075 791 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 1,940) 1,652 156 0 473 1,663 2,125 1,819 -185 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 79.5 4.5 0.0 11.3 92.0 90.8 96.5 9.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 12 5 0 2 10 14 15 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,137,517 COMMITMENTS 673,999 220,341 3751012 5742828 6212935 10167840 10184287 969,677 953,230 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 499,473) 62,521 -3,108 185,261 207,127 289,837 454,910 471,990 44,563 27,483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 2.0 33.7 51.6 55.8 91.3 91.4 8.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 69 38 102 120 121 231 227 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 476,490 COMMITMENTS 38,777 39,131 30,226 295,406 343,254 364,409 412,611 112,081 63,879 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -204,403) -16,499 7,207 -26,024 -130,541 -167,963 -173,064 -186,781 -31,339 -17,622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 8.2 6.3 62.0 72.0 76.5 86.6 23.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 26 27 33 78 68 124 109 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,411,293 COMMITMENTS 477,880 284,687 59,694 1694227 1788461 2231800 2132842 179,493 278,452 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -1,016,502) -84,408 -96,632 -87,819 -798,890 -768,662 -971,117 -953,113 -45,385 -63,389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 11.8 2.5 70.3 74.2 92.6 88.5 7.4 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417) 95 100 62 143 153 277 276 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 102,174 COMMITMENTS 14,294 9,409 87 77,910 89,917 92,291 99,413 9,882 2,761 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -18,982) 1,566 -4,490 -1,733 -16,852 -8,286 -17,019 -14,509 -1,963 -4,473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 9.2 0.1 76.3 88.0 90.3 97.3 9.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 10 7 1 46 30 56 38 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,369 COMMITMENTS 1,340 4,462 0 8,190 6,168 9,530 10,630 3,839 2,739 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -17,556) -733 -4,362 0 -10,266 -11,211 -10,999 -15,573 -6,557 -1,983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 33.4 0.0 61.3 46.1 71.3 79.5 28.7 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 5 0 13 13 17 18 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 243,966 COMMITMENTS 77,200 48,210 4,544 142,026 171,468 223,769 224,222 20,196 19,744 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -157,628) -42,347 -11,455 -13,695 -100,040 -109,466 -156,083 -134,616 -1,545 -23,012 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 19.8 1.9 58.2 70.3 91.7 91.9 8.3 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 47 45 19 50 64 108 117 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 83,859 COMMITMENTS 39,907 9,317 3,636 17,958 60,522 61,501 73,475 22,358 10,385 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 4,979) -1,678 742 696 5,554 2,718 4,572 4,156 408 824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.6 11.1 4.3 21.4 72.2 73.3 87.6 26.7 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 24 10 7 13 14 40 28 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 23,107 COMMITMENTS 7,250 5,713 0 10,428 12,971 17,678 18,684 5,429 4,423 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 323) 1,648 -543 0 -1,069 1,420 579 877 -256 -554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 24.7 0.0 45.1 56.1 76.5 80.9 23.5 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 9 12 0 10 19 19 31 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 30,526 COMMITMENTS 8,338 8,391 834 12,902 19,108 22,074 28,333 8,452 2,193 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 5,726) -1,749 3,180 267 3,746 2,452 2,264 5,899 3,462 -173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 27.5 2.7 42.3 62.6 72.3 92.8 27.7 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 14 13 1 17 24 31 38 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 26,686 COMMITMENTS 4,004 7,408 113 19,785 17,513 23,902 25,034 2,784 1,652 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 885) 1,147 -670 -15 345 1,769 1,477 1,084 -592 -199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 27.8 0.4 74.1 65.6 89.6 93.8 10.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 7 5 3 13 14 22 20 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,727 COMMITMENTS 4,396 229 0 10,015 15,329 14,411 15,558 1,316 169 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -1,818) -171 -648 0 -1,253 -925 -1,424 -1,573 -394 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 1.5 0.0 63.7 97.5 91.6 98.9 8.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 14 2 0 7 4 21 6
Updated June 26, 2009