MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,984 COMMITMENTS 2,466 5,215 9,942 26,401 20,839 38,809 35,996 5,175 7,987 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -5,984) -142 -2,064 -1,271 -4,655 -1,585 -6,068 -4,920 84 -1,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 11.9 22.6 60.0 47.4 88.2 81.8 11.8 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 10 25 18 33 29 57 58 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 164,982 COMMITMENTS 24,234 44,714 52,833 66,506 39,800 143,573 137,347 21,409 27,635 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -2,335) 58 610 -918 276 935 -584 627 -1,751 -2,962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 27.1 32.0 40.3 24.1 87.0 83.2 13.0 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 52 81 68 44 35 147 142 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 263,502 COMMITMENTS 66,208 39,905 60,107 112,847 118,357 239,162 218,369 24,341 45,133 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 856) -844 -854 1,305 559 1,780 1,019 2,230 -162 -1,374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 15.1 22.8 42.8 44.9 90.8 82.9 9.2 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 97 72 86 92 140 238 257 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,028 COMMITMENTS 3,135 959 731 2,605 4,776 6,471 6,465 1,557 1,562 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -536) -87 -30 -230 -39 -263 -356 -523 -180 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.1 11.9 9.1 32.5 59.5 80.6 80.5 19.4 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 22 10 7 16 24 41 40 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,958 COMMITMENTS 10,100 1,907 5,726 6,170 9,389 21,995 17,022 5,963 10,936 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 778) 936 -1,168 62 -190 1,891 809 785 -31 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.1 6.8 20.5 22.1 33.6 78.7 60.9 21.3 39.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 40 22 24 36 57 89 93 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 16,969 COMMITMENTS 4,856 1,647 0 11,853 15,137 16,709 16,784 260 185 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 968) 276 -190 0 819 1,402 1,095 1,212 -127 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 9.7 0.0 69.9 89.2 98.5 98.9 1.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 3 0 10 8 16 11 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 92,409 COMMITMENTS 31,064 24,543 5,888 20,001 45,694 56,954 76,125 35,455 16,284 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -6,394) -1,980 2,080 -4,581 -1,147 -2,923 -7,708 -5,424 1,315 -970 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 26.6 6.4 21.6 49.4 61.6 82.4 38.4 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 22 19 15 18 16 46 44 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 36,932 COMMITMENTS 16,411 5,208 2,023 3,857 21,782 22,291 29,013 14,641 7,920 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -730) -147 -882 -549 -313 1,715 -1,008 285 279 -1,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.4 14.1 5.5 10.4 59.0 60.4 78.6 39.6 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 10 10 4 5 7 19 17 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 61,934 COMMITMENTS 48,769 9,749 344 7,900 49,121 57,013 59,214 4,921 2,720 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 7,879) 8,413 -1,656 -16 -392 9,911 8,005 8,239 -126 -360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.7 15.7 0.6 12.8 79.3 92.1 95.6 7.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 27 16 1 7 17 34 34 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 94,135 COMMITMENTS 26,787 35,223 3,935 42,956 35,913 73,677 75,071 20,458 19,064 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -10,171) -4,193 1,103 -3,640 1,214 -5,203 -6,620 -7,740 -3,551 -2,431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 37.4 4.2 45.6 38.2 78.3 79.7 21.7 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 19 22 9 12 15 35 42 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 96,740 COMMITMENTS 36,301 19,559 3,597 33,562 55,706 73,460 78,861 23,280 17,879 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 14,933) 13,587 -4,643 -1,963 -1,712 20,249 9,913 13,644 5,020 1,290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.5 20.2 3.7 34.7 57.6 75.9 81.5 24.1 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 22 24 8 19 18 45 46 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 139,503 COMMITMENTS 48,281 37,933 10,245 29,837 55,591 88,363 103,769 51,140 35,734 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 2,920) 1,316 8,462 -4,157 -1,757 -897 -4,597 3,408 7,518 -487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 27.2 7.3 21.4 39.8 63.3 74.4 36.7 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 40 40 28 23 29 77 83 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,694 COMMITMENTS 16,391 1,034 0 3,178 19,513 19,569 20,547 2,125 1,147 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -2,048) -2,288 38 0 292 -2,006 -1,996 -1,968 -52 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 75.6 4.8 0.0 14.6 89.9 90.2 94.7 9.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 11 4 0 6 11 17 15 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,950,766 COMMITMENTS 832,562 268,063 4097019 5988448 6603023 10918029 10968105 1032737 982,661 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 531,019) 87,206 57,215 227,053 157,992 215,707 472,251 499,976 58,769 31,043 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 2.2 34.3 50.1 55.3 91.4 91.8 8.6 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 74 34 98 126 125 237 226 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 481,721 COMMITMENTS 37,607 40,955 37,334 301,382 344,959 376,323 423,247 105,398 58,474 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 13,036) 1,668 3,177 8,878 9,926 2,096 20,472 14,150 -7,436 -1,114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 8.5 7.8 62.6 71.6 78.1 87.9 21.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 30 24 38 80 72 129 116 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,547,518 COMMITMENTS 477,377 374,555 70,837 1819524 1805149 2367739 2250542 179,779 296,976 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 101,824) 13,345 67,670 12,953 54,437 37,795 80,734 118,417 21,090 -16,593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 14.7 2.8 71.4 70.9 92.9 88.3 7.1 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433) 92 108 74 154 162 285 305 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 101,322 COMMITMENTS 11,771 9,469 980 79,165 86,588 91,916 97,037 9,406 4,285 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -135) -2,153 -514 909 1,021 -340 -223 55 89 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 9.3 1.0 78.1 85.5 90.7 95.8 9.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 9 9 1 51 29 61 38 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 15,136 COMMITMENTS 1,483 5,132 0 9,752 6,094 11,235 11,226 3,901 3,910 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 546) -1,229 954 0 1,743 -297 514 657 32 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 33.9 0.0 64.4 40.3 74.2 74.2 25.8 25.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 6 0 12 13 16 19 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 254,726 COMMITMENTS 60,749 55,139 7,757 161,895 174,000 230,401 236,897 24,325 17,829 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 5,755) -20,477 5,194 1,885 24,693 -1,556 6,102 5,523 -347 232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 21.6 3.0 63.6 68.3 90.5 93.0 9.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 44 56 21 54 67 109 133 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 91,711 COMMITMENTS 44,709 11,961 2,911 21,616 66,084 69,235 80,956 22,476 10,755 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -5,982) -1,800 1,649 -615 -2,852 -7,765 -5,267 -6,731 -715 748 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.7 13.0 3.2 23.6 72.1 75.5 88.3 24.5 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 22 10 8 10 13 36 27 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 26,251 COMMITMENTS 7,512 6,286 0 7,142 14,213 14,654 20,499 11,597 5,752 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 1,410) -800 883 0 -4,608 -499 -5,408 384 6,818 1,026 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 23.9 0.0 27.2 54.1 55.8 78.1 44.2 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 9 10 0 10 19 19 29 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 34,618 COMMITMENTS 8,416 10,767 846 13,600 18,967 22,862 30,580 11,756 4,038 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 2,641) -385 1,026 247 3,033 172 2,895 1,445 -254 1,196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 31.1 2.4 39.3 54.8 66.0 88.3 34.0 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 13 15 1 17 20 31 35 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 25,947 COMMITMENTS 3,189 6,259 169 19,955 18,051 23,313 24,479 2,634 1,468 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -52) -391 -418 32 457 180 98 -206 -150 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 24.1 0.7 76.9 69.6 89.8 94.3 10.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 8 5 3 13 13 23 19 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,782 COMMITMENTS 4,012 114 0 10,437 15,129 14,449 15,243 1,333 539 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -97) -223 0 0 263 -416 40 -416 -137 319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 0.7 0.0 66.1 95.9 91.6 96.6 8.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 11 1 0 8 4 19 5
Updated July 10, 2009