BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,101 COMMITMENTS 60 0 0 3,096 3,932 3,156 3,932 945 169 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -392) 0 -78 0 -324 -241 -324 -319 -68 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 75.5 95.9 77.0 95.9 23.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 14 8 15 8 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,761 COMMITMENTS 301 8,354 310 23,888 13,900 24,499 22,564 3,262 5,197 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -3,920) -260 -1,418 -344 -3,006 -1,925 -3,610 -3,687 -310 -233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 30.1 1.1 86.0 50.1 88.2 81.3 11.8 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 2 18 4 29 22 35 40 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 184,250 COMMITMENTS 43,250 26,528 28,722 90,690 95,503 162,662 150,753 21,588 33,497 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -20,864) -10,141 1,558 -6,671 -2,011 -13,133 -18,823 -18,246 -2,041 -2,618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 14.4 15.6 49.2 51.8 88.3 81.8 11.7 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 74 69 92 47 60 173 182 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 330,824 COMMITMENTS 117,449 47,691 55,012 132,756 166,119 305,217 268,822 25,607 62,002 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -11,417) -16,213 -2,445 2,259 3,051 -9,890 -10,903 -10,076 -514 -1,341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 14.4 16.6 40.1 50.2 92.3 81.3 7.7 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371) 124 59 91 75 160 233 286 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,656 COMMITMENTS 3,377 2,242 1,694 2,797 3,679 7,868 7,615 1,788 2,041 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 668) 145 279 310 267 -189 722 400 -54 268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 23.2 17.5 29.0 38.1 81.5 78.9 18.5 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 17 27 15 17 14 47 50 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,539 COMMITMENTS 14,255 6,800 2,033 10,105 7,104 26,393 15,937 6,146 16,602 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 39) -560 421 -52 530 -255 -82 114 121 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 20.9 6.2 31.1 21.8 81.1 49.0 18.9 51.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 34 24 20 35 49 81 83 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,262 COMMITMENTS 3,699 965 717 19,222 27,196 23,638 28,878 5,624 384 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -1,790) -111 -77 0 -1,716 -1,619 -1,827 -1,696 37 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 3.3 2.5 65.7 92.9 80.8 98.7 19.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 3 2 14 12 21 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 121,438 COMMITMENTS 36,775 14,265 4,671 44,943 88,477 86,389 107,413 35,049 14,025 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 3,988) -487 -843 2,441 4,202 5,812 6,156 7,410 -2,168 -3,422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 11.7 3.8 37.0 72.9 71.1 88.5 28.9 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 22 15 8 23 22 49 41 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 59,622 COMMITMENTS 14,111 25,526 344 36,100 15,984 50,555 41,854 9,067 17,768 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 9,663) 2,972 -337 -443 6,957 12,518 9,486 11,738 177 -2,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 42.8 0.6 60.5 26.8 84.8 70.2 15.2 29.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 9 17 2 14 14 24 32 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 88,262 COMMITMENTS 24,249 6,823 451 59,623 78,990 84,323 86,264 3,939 1,998 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 9,148) -1,893 454 451 10,731 8,548 9,289 9,453 -141 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 7.7 0.5 67.6 89.5 95.5 97.7 4.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 20 17 2 24 21 44 40 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 167,076 COMMITMENTS 14,146 88,826 3,024 134,423 37,212 151,593 129,062 15,483 38,014 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 17,860) 2,337 6,563 1,972 11,018 7,464 15,327 15,999 2,533 1,861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 53.2 1.8 80.5 22.3 90.7 77.2 9.3 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 12 47 8 23 24 40 74 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 133,010 COMMITMENTS 28,519 41,066 234 85,012 63,595 113,765 104,895 19,245 28,115 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -355) -4,696 1,367 -39 5,083 -2,843 348 -1,515 -703 1,160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 30.9 0.2 63.9 47.8 85.5 78.9 14.5 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 19 31 5 24 31 45 65 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 305,060 COMMITMENTS 45,938 157,883 9,895 198,558 87,172 254,391 254,950 50,669 50,110 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 29,794) 932 19,552 6,646 22,361 8,063 29,939 34,261 -145 -4,467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 51.8 3.2 65.1 28.6 83.4 83.6 16.6 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 38 70 27 42 43 94 128 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 17,962 COMMITMENTS 6,230 7,099 39 10,301 8,902 16,570 16,040 1,392 1,922 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 2,376) -1,392 1,681 0 3,898 617 2,506 2,298 -130 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 39.5 0.2 57.3 49.6 92.3 89.3 7.7 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 10 11 1 11 12 21 24 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,620,858 COMMITMENTS 719,056 488,463 761,415 5376496 5444773 6856967 6694651 763,891 926,207 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 109,148) 103,794 -9,439 -12,828 -39,445 134,704 51,521 112,437 57,627 -3,289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 6.4 10.0 70.5 71.4 90.0 87.8 10.0 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 53 50 82 124 141 227 233 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 377,242 COMMITMENTS 21,949 50,016 9,025 268,275 252,334 299,249 311,375 77,993 65,867 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 45,591) -892 10,871 3,043 43,228 26,410 45,379 40,324 212 5,267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 13.3 2.4 71.1 66.9 79.3 82.5 20.7 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 19 23 15 66 63 94 92 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,046,422 COMMITMENTS 411,950 361,212 47,116 2229364 2347016 2688430 2755344 357,992 291,078 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 226,303) 69,929 8,488 2,195 107,079 164,882 179,203 175,565 47,100 50,738 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 11.9 1.5 73.2 77.0 88.2 90.4 11.8 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 496) 105 101 41 178 203 303 326 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 99,418 COMMITMENTS 13,656 9,043 200 78,353 86,138 92,209 95,381 7,209 4,037 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 1,040) 1,890 153 187 1,639 3,257 3,716 3,597 -2,676 -2,557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 9.1 0.2 78.8 86.6 92.7 95.9 7.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 10 4 1 44 37 54 42 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 25,787 COMMITMENTS 3,811 1,839 149 18,190 11,535 22,150 13,523 3,637 12,264 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 1,744) -254 371 0 2,806 1,399 2,552 1,770 -808 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 7.1 0.6 70.5 44.7 85.9 52.4 14.1 47.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 1 15 10 18 12 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 368,180 COMMITMENTS 57,240 82,777 1,387 232,893 268,489 291,520 352,653 76,660 15,527 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 20,756) -3,420 -6,439 -2,900 23,167 32,924 16,847 23,585 3,909 -2,829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 22.5 0.4 63.3 72.9 79.2 95.8 20.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 55 29 10 68 77 127 112 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 108,956 COMMITMENTS 29,746 21,311 485 57,197 69,578 87,428 91,374 21,528 17,582 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -1,816) -7,275 -665 -2,413 4,544 3,614 -5,144 536 3,328 -2,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 19.6 0.4 52.5 63.9 80.2 83.9 19.8 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 19 16 5 25 20 47 38 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 54,674 COMMITMENTS 16,272 6,418 1,946 21,661 26,689 39,879 35,053 14,795 19,621 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 12,171) 2,608 -1,484 1,940 2,385 4,818 6,933 5,274 5,238 6,897 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 11.7 3.6 39.6 48.8 72.9 64.1 27.1 35.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 17 9 6 17 21 36 36 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 76,437 COMMITMENTS 5,384 17,290 980 39,550 46,708 45,914 64,978 30,523 11,459 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 15,224) -2,507 3,827 242 6,021 9,336 3,756 13,405 11,468 1,819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 22.6 1.3 51.7 61.1 60.1 85.0 39.9 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 9 17 6 25 31 38 50 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 39,789 COMMITMENTS 7,783 0 80 28,254 37,517 36,117 37,597 3,672 2,192 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 3,317) 232 0 0 3,194 3,131 3,426 3,131 -109 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 0.0 0.2 71.0 94.3 90.8 94.5 9.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 8 0 1 24 22 32 23 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 24,773 COMMITMENTS 6,015 235 0 12,905 21,985 18,920 22,220 5,853 2,553 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 1,068) -831 0 0 1,804 942 973 942 95 126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 0.9 0.0 52.1 88.7 76.4 89.7 23.6 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 11 1 0 13 13 24 14 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 18,761 COMMITMENTS 3,790 8,073 1 10,244 8,661 14,035 16,735 4,726 2,026 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 1,602) 345 538 1 164 13 510 552 1,092 1,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 43.0 0.0 54.6 46.2 74.8 89.2 25.2 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 10 8 1 6 1 17 9
Updated June 11, 2010