BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,493 COMMITMENTS 60 78 0 3,420 4,173 3,480 4,251 1,013 242 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 164) 0 -34 0 128 196 128 162 36 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.7 0.0 76.1 92.9 77.5 94.6 22.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 14 7 15 8 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,681 COMMITMENTS 561 9,772 654 26,894 15,825 28,109 26,251 3,572 5,430 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 820) -134 541 204 377 269 447 1,014 373 -194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 30.8 2.1 84.9 50.0 88.7 82.9 11.3 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 4 18 8 29 23 38 45 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 205,114 COMMITMENTS 53,391 24,970 35,393 92,701 108,636 181,485 168,999 23,629 36,115 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -1,894) -364 1,870 -1,085 845 -1,190 -604 -405 -1,290 -1,489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 12.2 17.3 45.2 53.0 88.5 82.4 11.5 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 94 54 100 52 63 206 176 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 342,241 COMMITMENTS 133,662 50,136 52,753 129,705 176,009 316,120 278,898 26,121 63,343 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -5,648) -6,366 740 103 1,756 -4,027 -4,507 -3,184 -1,141 -2,464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 14.6 15.4 37.9 51.4 92.4 81.5 7.6 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383) 130 57 101 80 168 254 293 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,988 COMMITMENTS 3,232 1,963 1,384 2,530 3,868 7,146 7,215 1,842 1,773 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 1,382) 81 397 466 372 169 919 1,032 463 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 21.8 15.4 28.1 43.0 79.5 80.3 20.5 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 18 20 14 15 16 43 48 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,500 COMMITMENTS 14,815 6,379 2,085 9,575 7,359 26,475 15,823 6,025 16,677 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -2,338) -672 1,217 -1,005 -83 -841 -1,760 -629 -578 -1,709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.6 19.6 6.4 29.5 22.6 81.5 48.7 18.5 51.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 36 23 19 36 47 82 81 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 31,052 COMMITMENTS 3,810 1,042 717 20,938 28,815 25,465 30,574 5,587 478 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 2,292) 659 257 0 1,573 2,085 2,232 2,342 60 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 3.4 2.3 67.4 92.8 82.0 98.5 18.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 5 3 14 13 23 19 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 117,450 COMMITMENTS 37,262 15,108 2,230 40,741 82,665 80,233 100,003 37,217 17,447 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -5,192) -2,851 -1,133 736 -1,106 -5,870 -3,221 -6,267 -1,971 1,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 12.9 1.9 34.7 70.4 68.3 85.1 31.7 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 21 18 7 24 18 50 39 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,959 COMMITMENTS 11,139 25,863 787 29,143 3,466 41,069 30,116 8,890 19,843 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 1,796) -350 1,755 352 2,065 -1,980 2,067 127 -271 1,669 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 51.8 1.6 58.3 6.9 82.2 60.3 17.8 39.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 19 3 11 8 19 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 79,114 COMMITMENTS 26,142 6,369 0 48,892 70,442 75,034 76,811 4,080 2,303 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -6,124) -8,061 1,023 -141 2,719 -6,644 -5,483 -5,762 -641 -362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 8.1 0.0 61.8 89.0 94.8 97.1 5.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 23 16 0 23 19 46 35 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 149,216 COMMITMENTS 11,809 82,263 1,052 123,405 29,748 136,266 113,063 12,950 36,153 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -1,996) 847 -3,778 363 -3,261 260 -2,051 -3,155 55 1,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 55.1 0.7 82.7 19.9 91.3 75.8 8.7 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 18 43 7 21 26 43 72 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 133,365 COMMITMENTS 33,215 39,699 273 79,929 66,438 113,417 106,410 19,948 26,955 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -7,404) 1,221 -2,533 176 -9,491 -2,266 -8,094 -4,623 690 -2,781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 29.8 0.2 59.9 49.8 85.0 79.8 15.0 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 23 32 4 24 26 50 59 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 275,266 COMMITMENTS 45,006 138,331 3,249 176,197 79,109 224,452 220,689 50,814 54,577 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -6,700) -624 -14,035 1,136 -14,010 6,155 -13,498 -6,744 6,798 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 50.3 1.2 64.0 28.7 81.5 80.2 18.5 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 38 76 20 40 44 89 130 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 15,586 COMMITMENTS 7,622 5,418 39 6,403 8,285 14,064 13,742 1,522 1,844 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -2,174) -3,720 1,738 39 1,058 -3,804 -2,623 -2,027 449 -147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.9 34.8 0.3 41.1 53.2 90.2 88.2 9.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 10 1 9 9 19 20 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,511,710 COMMITMENTS 615,262 497,902 774,243 5415941 5310069 6805446 6582214 706,264 929,496 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -196,455) -106,983 -42,466 -123,185 67,614 -49,077 -162,554 -214,728 -33,901 18,273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 6.6 10.3 72.1 70.7 90.6 87.6 9.4 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 49 52 81 133 144 232 237 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 331,651 COMMITMENTS 22,841 39,145 5,982 225,047 225,924 253,870 271,051 77,781 60,600 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 3,440) -241 2,925 1,441 1,820 6,426 3,020 10,792 420 -7,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 11.8 1.8 67.9 68.1 76.5 81.7 23.5 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 19 23 11 64 62 89 90 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,820,119 COMMITMENTS 342,021 352,724 44,921 2122285 2182134 2509227 2579779 310,892 240,340 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 84,607) -16,574 14,289 3,034 126,102 41,657 112,562 58,980 -27,955 25,627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 12.5 1.6 75.3 77.4 89.0 91.5 11.0 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 487) 93 107 37 178 192 293 315 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 98,378 COMMITMENTS 11,766 8,890 13 76,714 82,881 88,493 91,784 9,885 6,594 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 1,932) -2,823 792 -65 2,796 -1,970 -92 -1,243 2,024 3,175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 9.0 0.0 78.0 84.2 90.0 93.3 10.0 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 11 3 1 45 35 56 39 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 24,043 COMMITMENTS 4,065 1,468 149 15,384 10,136 19,598 11,753 4,445 12,290 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 2,402) -154 176 149 1,395 1,653 1,390 1,978 1,012 424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 6.1 0.6 64.0 42.2 81.5 48.9 18.5 51.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 1 13 11 16 13 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 347,424 COMMITMENTS 60,660 89,216 4,287 209,726 235,565 274,673 329,068 72,751 18,356 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -3,467) -18,632 8,721 -1,397 15,259 -16,043 -4,770 -8,719 1,303 5,252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 25.7 1.2 60.4 67.8 79.1 94.7 20.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 52 39 13 66 75 124 121 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 110,772 COMMITMENTS 37,021 21,976 2,898 52,653 65,964 92,572 90,838 18,200 19,934 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 4,299) -2,346 2,132 1,746 7,335 -3,002 6,735 876 -2,436 3,423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 19.8 2.6 47.5 59.5 83.6 82.0 16.4 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 26 18 7 21 20 49 43 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 42,503 COMMITMENTS 13,664 7,902 6 19,276 21,871 32,946 29,779 9,557 12,724 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -3,969) -535 -502 6 -1,606 941 -2,135 445 -1,834 -4,414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 18.6 0.0 45.4 51.5 77.5 70.1 22.5 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 15 12 1 14 20 29 33 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 61,213 COMMITMENTS 7,891 13,463 738 33,529 37,372 42,158 51,573 19,055 9,640 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 4,401) -7,655 2,035 -80 11,795 -1,526 4,060 429 341 3,972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 22.0 1.2 54.8 61.1 68.9 84.3 31.1 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 11 15 3 23 26 35 43 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 36,472 COMMITMENTS 7,551 0 80 25,060 34,386 32,691 34,466 3,781 2,006 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 4,144) 3,266 0 0 1,168 3,959 4,434 3,959 -290 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 0.0 0.2 68.7 94.3 89.6 94.5 10.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 8 0 1 25 21 33 22 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 23,705 COMMITMENTS 6,846 235 0 11,101 21,043 17,947 21,278 5,758 2,427 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 875) 694 0 0 -155 708 539 708 336 167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 1.0 0.0 46.8 88.8 75.7 89.8 24.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 13 1 0 11 13 24 14 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 17,159 COMMITMENTS 3,445 7,535 0 10,080 8,648 13,525 16,183 3,634 976 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 50) -198 330 -135 43 -119 -290 76 340 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 43.9 0.0 58.7 50.4 78.8 94.3 21.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 6 0 5 1 14 7
Updated June 4, 2010