BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,811 COMMITMENTS 178 0 0 3,187 3,572 3,365 3,572 446 239 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -633) 92 -94 -28 -676 -429 -612 -551 -21 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 0.0 0.0 83.6 93.7 88.3 93.7 11.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 17 13 18 13 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,056 COMMITMENTS 796 4,474 7,973 21,625 16,986 30,394 29,433 6,662 7,623 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -5,283) -171 -757 -911 -4,347 -2,964 -5,428 -4,632 145 -651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 12.1 21.5 58.4 45.8 82.0 79.4 18.0 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 11 18 21 33 26 58 52 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 178,305 COMMITMENTS 29,471 47,782 48,562 77,390 51,661 155,422 148,006 22,883 30,300 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 3,087) -331 2,498 1,442 2,306 1,261 3,416 5,201 -329 -2,114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 26.8 27.2 43.4 29.0 87.2 83.0 12.8 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 74 74 88 49 47 179 168 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 290,869 COMMITMENTS 77,638 57,516 60,889 126,944 118,572 265,470 236,976 25,399 53,893 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -1,895) -4,436 -4,347 -1,090 1,701 665 -3,826 -4,772 1,930 2,877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 19.8 20.9 43.6 40.8 91.3 81.5 8.7 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351) 98 85 90 103 140 241 284 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,600 COMMITMENTS 3,899 3,640 795 2,923 3,096 7,617 7,531 1,983 2,070 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -249) 331 134 22 -66 -306 286 -150 -535 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.6 37.9 8.3 30.5 32.2 79.3 78.4 20.7 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 30 25 11 17 20 50 54 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,848 COMMITMENTS 8,838 7,623 4,253 8,184 6,295 21,275 18,170 7,574 10,678 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 1,201) 143 1,037 407 -113 127 437 1,571 764 -370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 26.4 14.7 28.4 21.8 73.7 63.0 26.3 37.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 35 27 31 41 41 90 91 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 111,455 COMMITMENTS 43,802 6,649 5,492 24,240 81,830 73,534 93,971 37,921 17,484 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 6,394) 4,046 875 -2,674 4,247 10,931 5,619 9,132 775 -2,738 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.3 6.0 4.9 21.7 73.4 66.0 84.3 34.0 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 25 10 11 21 21 55 36 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,976 COMMITMENTS 23,371 5,107 1,460 8,706 39,404 33,537 45,971 20,439 8,005 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 5,971) 3,744 126 -370 848 6,700 4,222 6,457 1,748 -486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.3 9.5 2.7 16.1 73.0 62.1 85.2 37.9 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 20 6 4 9 15 31 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 75,534 COMMITMENTS 27,141 23,077 503 44,973 48,986 72,617 72,566 2,917 2,968 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -2,626) -17,622 8,368 -40 17,024 -9,889 -638 -1,561 -1,988 -1,065 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.9 30.6 0.7 59.5 64.9 96.1 96.1 3.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 23 18 3 16 15 41 35 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 110,255 COMMITMENTS 29,379 34,970 3,806 58,918 51,433 92,102 90,208 18,153 20,047 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 3,161) 6,299 -5,459 -877 -431 13,895 4,991 7,560 -1,830 -4,399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 31.7 3.5 53.4 46.6 83.5 81.8 16.5 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 23 18 11 17 19 44 44 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 121,437 COMMITMENTS 56,739 15,280 4,307 31,763 82,942 92,808 102,529 28,629 18,908 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 4,292) 4,651 -3,502 -1,685 -49 9,405 2,917 4,218 1,374 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.7 12.6 3.5 26.2 68.3 76.4 84.4 23.6 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 34 19 15 21 23 62 50 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 166,850 COMMITMENTS 56,531 36,497 12,798 42,116 83,842 111,445 133,137 55,404 33,713 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 17,904) 13,876 3,737 -1,163 321 15,538 13,034 18,113 4,870 -209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.9 21.9 7.7 25.2 50.3 66.8 79.8 33.2 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 45 37 29 33 35 93 86 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,859 COMMITMENTS 18,988 865 0 7,950 28,358 26,938 29,223 2,921 636 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 3,800) 386 -73 0 3,216 4,132 3,602 4,059 198 -259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.6 2.9 0.0 26.6 95.0 90.2 97.9 9.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 14 4 0 7 14 21 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,711,573 COMMITMENTS 1151728 304,582 5004975 6486045 7403609 12642748 12713165 1068826 998,408 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 248,079) 64,625 2,095 125,243 84,776 156,642 274,644 283,981 -26,565 -35,901 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 2.2 36.5 47.3 54.0 92.2 92.7 7.8 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 82 42 99 125 128 244 237 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 530,259 COMMITMENTS 26,492 38,943 42,962 345,721 375,379 415,175 457,284 115,084 72,975 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 20,150) 2,823 3,387 894 9,385 12,710 13,102 16,991 7,048 3,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 7.3 8.1 65.2 70.8 78.3 86.2 21.7 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 25 31 39 83 71 135 115 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,870,478 COMMITMENTS 458,316 367,281 125,028 2078515 2121940 2661859 2614249 208,619 256,229 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 28,598) 2,914 17,749 4,100 42,204 1,845 49,218 23,694 -20,620 4,904 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 12.8 4.4 72.4 73.9 92.7 91.1 7.3 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453) 103 100 80 177 167 322 305 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 99,471 COMMITMENTS 17,096 11,537 0 75,303 83,968 92,399 95,505 7,072 3,966 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 3,493) 2,736 614 -194 568 3,168 3,110 3,588 383 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 11.6 0.0 75.7 84.4 92.9 96.0 7.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 10 12 0 48 28 58 40 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 23,184 COMMITMENTS 3,509 6,605 0 15,615 12,444 19,124 19,049 4,060 4,135 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 416) 1,178 -507 0 -653 139 525 -368 -109 784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 28.5 0.0 67.4 53.7 82.5 82.2 17.5 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 5 0 12 17 14 22 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 377,171 COMMITMENTS 115,760 115,578 10,909 221,614 230,506 348,283 356,992 28,888 20,178 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 17,771) 27,221 13,862 -3,560 -11,664 6,920 11,997 17,223 5,774 548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 30.6 2.9 58.8 61.1 92.3 94.7 7.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 62 57 28 55 71 134 139 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 116,732 COMMITMENTS 54,870 6,304 1,936 28,647 96,428 85,453 104,669 31,279 12,063 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 6,970) 3,002 -2,866 -2,342 2,387 12,656 3,046 7,448 3,923 -478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.0 5.4 1.7 24.5 82.6 73.2 89.7 26.8 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 22 9 8 13 17 40 29 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 46,440 COMMITMENTS 11,466 13,611 1,111 15,347 19,145 27,924 33,867 18,516 12,573 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 9,162) 1,271 -555 910 2,474 3,046 4,655 3,401 4,507 5,761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 29.3 2.4 33.0 41.2 60.1 72.9 39.9 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 14 15 4 21 18 36 36 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 70,711 COMMITMENTS 17,058 13,762 825 40,528 28,433 58,411 43,020 12,300 27,691 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 13,468) 735 1,443 -19 6,974 4,825 7,690 6,249 5,778 7,219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 19.5 1.2 57.3 40.2 82.6 60.8 17.4 39.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 16 11 4 29 23 47 36 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 24,142 COMMITMENTS 3,586 6,840 129 17,100 15,257 20,815 22,226 3,327 1,916 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -366) 37 -90 0 -431 -307 -394 -397 28 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 28.3 0.5 70.8 63.2 86.2 92.1 13.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 3 2 13 13 23 17 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 16,591 COMMITMENTS 3,412 221 0 11,616 15,713 15,028 15,934 1,563 657 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -577) -517 -12 0 -74 -902 -591 -914 14 337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 1.3 0.0 70.0 94.7 90.6 96.0 9.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 2 0 10 2 19 4
Updated September 11, 2008