BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,444 COMMITMENTS 86 94 28 3,863 4,001 3,977 4,123 467 321 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 11) 86 94 28 -61 -22 53 100 -42 -89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 2.1 0.6 86.9 90.0 89.5 92.8 10.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 16 13 18 14 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,340 COMMITMENTS 966 5,231 8,884 25,972 19,950 35,822 34,066 6,517 8,274 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 1,439) 293 206 306 1,013 -27 1,613 485 -174 954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 12.4 21.0 61.3 47.1 84.6 80.5 15.4 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 10 19 21 34 26 59 52 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 175,218 COMMITMENTS 29,802 45,284 47,120 75,084 50,400 152,006 142,805 23,212 32,414 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 9,943) -990 345 6,360 5,835 1,071 11,205 7,776 -1,262 2,167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 25.8 26.9 42.9 28.8 86.8 81.5 13.2 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 76 64 83 47 46 172 157 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 292,765 COMMITMENTS 82,074 61,863 61,979 125,243 117,906 269,296 241,749 23,469 51,016 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 4,751) -2,539 10,106 808 5,876 -5,540 4,145 5,374 606 -623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 21.1 21.2 42.8 40.3 92.0 82.6 8.0 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354) 93 89 88 106 143 243 288 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,850 COMMITMENTS 3,568 3,506 773 2,990 3,402 7,331 7,681 2,518 2,169 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 674) 31 787 4 161 -492 196 299 478 376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.2 35.6 7.9 30.4 34.5 74.4 78.0 25.6 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 24 26 10 18 22 49 52 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,647 COMMITMENTS 8,695 6,586 3,845 8,297 6,168 20,837 16,599 6,810 11,048 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 1,069) 223 1,758 -782 978 -154 419 822 651 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 23.8 13.9 30.0 22.3 75.4 60.0 24.6 40.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 30 29 28 40 39 86 85 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 105,061 COMMITMENTS 39,756 5,774 8,166 19,993 70,899 67,915 84,839 37,147 20,222 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -9,905) -10,429 -4,180 -1,098 3,442 -6,189 -8,085 -11,468 -1,819 1,563 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.8 5.5 7.8 19.0 67.5 64.6 80.8 35.4 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 25 12 13 22 19 53 38 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 48,005 COMMITMENTS 19,627 4,981 1,829 7,858 32,704 29,314 39,514 18,691 8,491 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -1,532) -4,022 -1,437 46 2,221 -1,465 -1,756 -2,857 224 1,326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.9 10.4 3.8 16.4 68.1 61.1 82.3 38.9 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 15 9 4 8 15 27 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 78,160 COMMITMENTS 44,763 14,709 543 27,949 58,875 73,255 74,127 4,905 4,033 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -21,120) -34,787 6,002 543 14,342 -28,559 -19,902 -22,014 -1,218 894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.3 18.8 0.7 35.8 75.3 93.7 94.8 6.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 29 18 2 18 17 48 36 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 107,094 COMMITMENTS 23,079 40,428 4,682 59,349 37,538 87,111 82,648 19,983 24,446 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 5) -3,644 7,532 312 3,621 -9,504 288 -1,660 -283 1,665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 37.8 4.4 55.4 35.1 81.3 77.2 18.7 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 19 25 8 18 18 40 48 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 117,145 COMMITMENTS 52,087 18,782 5,991 31,812 73,537 89,891 98,311 27,254 18,834 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 22,383) 17,948 -2,589 849 291 24,927 19,088 23,187 3,295 -803 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.5 16.0 5.1 27.2 62.8 76.7 83.9 23.3 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 29 25 16 21 24 62 53 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 148,946 COMMITMENTS 42,655 32,760 13,961 41,795 68,304 98,411 115,024 50,535 33,922 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -163) -5,203 4,144 -38 6,843 -5,506 1,603 -1,399 -1,766 1,236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 22.0 9.4 28.1 45.9 66.1 77.2 33.9 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 45 46 31 33 31 97 89 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,059 COMMITMENTS 18,602 938 0 4,734 24,226 23,336 25,164 2,723 895 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 324) -1,233 -248 0 1,660 491 427 243 -103 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.4 3.6 0.0 18.2 93.0 89.6 96.6 10.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 15 4 0 5 13 20 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,463,494 COMMITMENTS 1087103 302,487 4879731 6401269 7246967 12368104 12429184 1095390 1034310 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 330,933) 62,807 54,737 199,574 45,083 68,338 307,465 322,650 23,468 8,283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 2.2 36.2 47.5 53.8 91.9 92.3 8.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 75 48 102 126 129 247 238 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 510,109 COMMITMENTS 23,669 35,555 42,068 336,336 362,670 402,073 440,293 108,036 69,816 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 11,556) -4,080 1,628 1,107 9,154 12,399 6,180 15,134 5,376 -3,578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 7.0 8.2 65.9 71.1 78.8 86.3 21.2 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 27 25 36 85 70 132 112 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,841,880 COMMITMENTS 455,402 349,532 120,928 2036311 2120095 2612641 2590555 229,239 251,325 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 32,162) 16,458 -47,766 8,272 13,932 21,062 38,662 -18,432 -6,500 50,594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 12.3 4.3 71.7 74.6 91.9 91.2 8.1 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 441) 101 95 81 174 162 315 298 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 95,979 COMMITMENTS 14,360 10,923 194 74,735 80,800 89,289 91,917 6,690 4,062 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -5,764) -3,104 -261 194 -1,224 -6,015 -4,134 -6,082 -1,630 318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 11.4 0.2 77.9 84.2 93.0 95.8 7.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 10 10 1 48 28 58 39 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,768 COMMITMENTS 2,331 7,112 0 16,268 12,305 18,599 19,417 4,169 3,351 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -509) -3,824 1,472 0 3,214 -962 -610 510 101 -1,019 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 31.2 0.0 71.5 54.0 81.7 85.3 18.3 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 7 0 13 18 17 25 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 359,400 COMMITMENTS 88,539 101,715 14,469 233,278 223,586 336,286 339,769 23,114 19,630 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 17,843) -20,059 8,103 7,493 36,243 968 23,678 16,565 -5,834 1,279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 28.3 4.0 64.9 62.2 93.6 94.5 6.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 50 57 30 58 70 127 138 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 109,762 COMMITMENTS 51,868 9,170 4,279 26,260 83,772 82,406 97,221 27,356 12,541 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -3,427) -3,444 2,852 388 1,138 -8,287 -1,918 -5,047 -1,510 1,619 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.3 8.4 3.9 23.9 76.3 75.1 88.6 24.9 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 23 11 7 13 15 41 28 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 37,278 COMMITMENTS 10,195 14,166 201 12,873 16,099 23,269 30,466 14,009 6,812 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -1,813) -1,500 -1,854 200 -1,191 -273 -2,491 -1,927 678 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 38.0 0.5 34.5 43.2 62.4 81.7 37.6 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 11 17 2 19 18 32 35 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,243 COMMITMENTS 16,323 12,319 844 33,554 23,608 50,721 36,771 6,522 20,472 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 3,677) 691 540 533 1,166 1,419 2,390 2,492 1,287 1,185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 21.5 1.5 58.6 41.2 88.6 64.2 11.4 35.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 18 11 2 25 24 43 37 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 24,508 COMMITMENTS 3,549 6,930 129 17,531 15,564 21,209 22,623 3,299 1,885 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 150) 14 106 0 -600 357 -586 463 736 -313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 28.3 0.5 71.5 63.5 86.5 92.3 13.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 3 2 13 15 22 19 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 17,168 COMMITMENTS 3,929 233 0 11,690 16,615 15,619 16,848 1,549 320 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -551) -528 -22 0 -18 -596 -546 -618 -5 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 1.4 0.0 68.1 96.8 91.0 98.1 9.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 2 0 10 2 19 4
Updated September 4, 2009