BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,433 COMMITMENTS 0 0 0 3,924 4,023 3,924 4,023 509 410 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 2) 0 0 0 -22 69 -22 69 24 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 88.5 90.8 88.5 90.8 11.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 13 16 13 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,901 COMMITMENTS 673 5,026 8,578 24,958 19,977 34,209 33,581 6,692 7,320 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 161) -223 -380 148 -9 384 -84 152 245 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 12.3 21.0 61.0 48.8 83.6 82.1 16.4 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 13 14 19 33 25 57 48 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 165,275 COMMITMENTS 30,792 44,940 40,760 69,249 49,329 140,801 135,029 24,474 30,246 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 3,436) -491 3,535 636 1,320 -1,617 1,465 2,554 1,971 882 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 27.2 24.7 41.9 29.8 85.2 81.7 14.8 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 71 71 75 49 45 166 157 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 288,013 COMMITMENTS 84,613 51,757 61,170 119,367 123,447 265,151 236,374 22,862 51,639 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 10,819) 3,403 2,908 3,472 4,074 3,532 10,949 9,912 -130 907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 18.0 21.2 41.4 42.9 92.1 82.1 7.9 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343) 97 78 88 105 142 242 274 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,175 COMMITMENTS 3,537 2,719 770 2,829 3,894 7,135 7,382 2,040 1,793 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -217) 72 304 -245 -119 -348 -291 -289 75 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.5 29.6 8.4 30.8 42.4 77.8 80.5 22.2 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 27 18 10 19 24 49 51 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,578 COMMITMENTS 8,472 4,829 4,627 7,319 6,321 20,419 15,777 6,159 10,801 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 73) 556 1,295 -557 272 -365 271 373 -198 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 18.2 17.4 27.5 23.8 76.8 59.4 23.2 40.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 30 23 26 40 44 83 83 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 114,966 COMMITMENTS 50,185 9,954 9,264 16,550 77,088 76,000 96,307 38,966 18,659 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 6,078) 2,084 111 440 2,084 5,151 4,608 5,702 1,470 376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.7 8.7 8.1 14.4 67.1 66.1 83.8 33.9 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 26 11 13 21 22 53 40 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,537 COMMITMENTS 23,649 6,418 1,784 5,637 34,169 31,070 42,371 18,467 7,166 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 16,141) 11,528 1,236 216 -201 15,573 11,543 17,025 4,598 -884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.7 13.0 3.6 11.4 69.0 62.7 85.5 37.3 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 18 11 5 6 15 28 27 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 99,280 COMMITMENTS 79,550 8,707 0 13,607 87,434 93,157 96,141 6,123 3,139 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 9,464) 7,183 753 -100 1,439 8,847 8,522 9,500 942 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.1 8.8 0.0 13.7 88.1 93.8 96.8 6.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 37 15 0 13 21 50 36 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 107,089 COMMITMENTS 26,724 32,896 4,371 55,728 47,041 86,822 84,308 20,267 22,781 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 3,922) -755 5,331 167 2,581 44 1,993 5,542 1,929 -1,620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 30.7 4.1 52.0 43.9 81.1 78.7 18.9 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 19 22 7 17 16 39 42 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 94,762 COMMITMENTS 34,139 21,371 5,143 31,521 48,610 70,803 75,124 23,959 19,638 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 13,774) 8,930 -445 96 540 15,637 9,566 15,288 4,208 -1,514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.0 22.6 5.4 33.3 51.3 74.7 79.3 25.3 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 25 24 14 21 22 55 51 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 149,109 COMMITMENTS 47,858 28,615 13,999 34,952 73,810 96,809 116,424 52,300 32,685 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 3,545) 8,119 -4,512 3,305 -5,173 11,547 6,251 10,341 -2,706 -6,796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.1 19.2 9.4 23.4 49.5 64.9 78.1 35.1 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 44 41 30 29 32 90 86 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,735 COMMITMENTS 19,835 1,186 0 3,074 23,735 22,909 24,921 2,826 814 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 952) 1,320 107 0 -573 778 747 885 205 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.1 4.6 0.0 11.9 92.2 89.0 96.8 11.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 16 5 0 5 14 21 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,132,561 COMMITMENTS 1024296 247,750 4680157 6356186 7178629 12060639 12106535 1071923 1026027 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 380,980) 41,324 3,844 164,647 98,182 161,633 304,153 330,124 76,827 50,856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 1.9 35.6 48.4 54.7 91.8 92.2 8.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 81 44 104 125 127 249 238 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 498,553 COMMITMENTS 27,749 33,927 40,962 327,182 350,271 395,893 425,160 102,661 73,394 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -14,804) 2,160 -391 -14,258 -3,767 -6,773 -15,865 -21,423 1,061 6,619 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 6.8 8.2 65.6 70.3 79.4 85.3 20.6 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 24 28 35 81 69 130 108 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,809,718 COMMITMENTS 438,945 397,298 112,656 2022378 2099033 2573979 2608986 235,739 200,731 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -23,529) -72,271 10,320 -24,932 49,244 15,814 -47,959 1,202 24,430 -24,732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 14.1 4.0 72.0 74.7 91.6 92.9 8.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439) 101 98 74 167 159 304 295 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 101,743 COMMITMENTS 17,464 11,184 0 75,959 86,815 93,423 97,999 8,320 3,744 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -2,178) -1,720 -634 0 105 -805 -1,615 -1,439 -563 -739 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 11.0 0.0 74.7 85.3 91.8 96.3 8.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 13 9 0 49 28 62 37 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 23,277 COMMITMENTS 6,155 5,640 0 13,054 13,267 19,209 18,907 4,068 4,370 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 2,910) 2,492 1,375 -80 171 755 2,583 2,050 327 860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 24.2 0.0 56.1 57.0 82.5 81.2 17.5 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 6 0 14 17 18 23 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 341,556 COMMITMENTS 108,598 93,612 6,976 197,035 222,617 312,608 323,205 28,948 18,352 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 682) -12,869 4,865 -3,346 14,468 -1,508 -1,747 11 2,430 671 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.8 27.4 2.0 57.7 65.2 91.5 94.6 8.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 67 50 25 60 69 140 131 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 113,190 COMMITMENTS 55,312 6,318 3,891 25,121 92,059 84,324 102,268 28,866 10,922 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 5,550) 3,430 -425 493 961 5,720 4,884 5,788 666 -238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.9 5.6 3.4 22.2 81.3 74.5 90.4 25.5 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 24 9 6 14 15 41 27 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 39,091 COMMITMENTS 11,695 16,020 1 14,064 16,372 25,760 32,393 13,331 6,698 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 3,736) 1,138 2,633 1 1,824 1,034 2,963 3,668 773 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 41.0 0.0 36.0 41.9 65.9 82.9 34.1 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 13 20 1 21 18 35 38 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,566 COMMITMENTS 15,632 11,779 311 32,388 22,189 48,331 34,279 5,235 19,287 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 4,873) 431 -1,495 63 3,948 662 4,442 -770 431 5,643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 22.0 0.6 60.5 41.4 90.2 64.0 9.8 36.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 16 11 2 24 22 40 35 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 24,358 COMMITMENTS 3,535 6,824 129 18,131 15,207 21,795 22,160 2,563 2,198 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 125) 527 -17 0 103 -196 630 -213 -505 338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 28.0 0.5 74.4 62.4 89.5 91.0 10.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 8 3 2 13 12 22 16 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 17,719 COMMITMENTS 4,457 255 0 11,708 17,211 16,165 17,466 1,554 253 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 501) 161 141 0 446 332 607 473 -106 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 1.4 0.0 66.1 97.1 91.2 98.6 8.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 10 2 0 9 2 19 4
Updated August 28, 2009