BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,185 COMMITMENTS 60 0 0 3,225 4,016 3,285 4,016 900 169 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 84) 0 0 0 129 84 129 84 -45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 77.1 96.0 78.5 96.0 21.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 15 8 16 8 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,243 COMMITMENTS 416 8,385 212 24,211 14,162 24,839 22,759 3,404 5,484 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 482) 115 31 -98 323 262 340 195 142 287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 29.7 0.8 85.7 50.1 87.9 80.6 12.1 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 3 20 6 29 22 37 43 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 182,151 COMMITMENTS 44,290 29,781 27,979 88,994 96,891 161,263 154,651 20,888 27,500 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -2,099) 1,040 3,253 -743 -1,696 1,388 -1,399 3,898 -700 -5,997 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 16.3 15.4 48.9 53.2 88.5 84.9 11.5 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 70 66 82 45 60 166 173 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 325,154 COMMITMENTS 113,490 53,433 52,811 132,770 158,503 299,071 264,747 26,083 60,407 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -5,670) -3,959 5,742 -2,201 14 -7,616 -6,146 -4,075 476 -1,595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 16.4 16.2 40.8 48.7 92.0 81.4 8.0 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375) 117 70 101 74 159 240 291 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,361 COMMITMENTS 3,458 2,754 1,331 2,715 3,458 7,504 7,543 1,857 1,818 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -295) 81 512 -363 -82 -221 -364 -72 69 -223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 29.4 14.2 29.0 36.9 80.2 80.6 19.8 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 17 26 11 16 16 41 48 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,485 COMMITMENTS 14,155 6,590 2,395 10,509 7,114 27,059 16,099 6,426 17,386 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 946) -100 -210 362 404 10 666 162 280 784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.3 19.7 7.2 31.4 21.2 80.8 48.1 19.2 51.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 35 24 20 37 50 83 84 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 31,282 COMMITMENTS 3,699 982 721 21,232 26,567 25,652 28,270 5,630 3,012 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 2,020) 0 17 4 2,010 -629 2,014 -608 6 2,628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 3.1 2.3 67.9 84.9 82.0 90.4 18.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 3 2 14 11 21 15 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 127,919 COMMITMENTS 37,460 10,106 7,558 47,624 95,293 92,642 112,957 35,277 14,962 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 6,481) 685 -4,159 2,887 2,681 6,816 6,253 5,544 228 937 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 7.9 5.9 37.2 74.5 72.4 88.3 27.6 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 22 12 6 21 23 46 38 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,092 COMMITMENTS 8,852 25,328 1 27,792 4,332 36,645 29,661 7,447 14,431 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -15,530) -5,259 -198 -343 -8,308 -11,652 -13,910 -12,193 -1,620 -3,337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 57.4 0.0 63.0 9.8 83.1 67.3 16.9 32.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 8 18 1 9 7 18 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 52,676 COMMITMENTS 33,414 5,117 28 14,151 46,245 47,593 51,390 5,083 1,286 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -35,586) 9,165 -1,706 -423 -45,472 -32,745 -36,730 -34,874 1,144 -712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.4 9.7 0.1 26.9 87.8 90.4 97.6 9.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 26 17 1 13 16 39 34 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 119,301 COMMITMENTS 13,081 61,215 491 91,566 25,052 105,138 86,758 14,163 32,543 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -47,775) -1,065 -27,611 -2,533 -42,857 -12,160 -46,455 -42,304 -1,320 -5,471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 51.3 0.4 76.8 21.0 88.1 72.7 11.9 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 14 43 3 12 24 29 67 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 82,217 COMMITMENTS 23,304 26,984 0 43,467 26,882 66,771 53,866 15,446 28,351 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -50,793) -5,215 -14,082 -234 -41,545 -36,713 -46,994 -51,029 -3,799 236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 32.8 0.0 52.9 32.7 81.2 65.5 18.8 34.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 18 28 0 19 23 37 51 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 227,632 COMMITMENTS 49,526 111,886 1,855 133,605 58,614 184,986 172,355 42,646 55,277 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -77,428) 3,588 -45,997 -8,040 -64,953 -28,558 -69,405 -82,595 -8,023 5,167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 49.2 0.8 58.7 25.7 81.3 75.7 18.7 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 43 57 14 33 35 85 98 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 9,089 COMMITMENTS 4,329 6,458 0 2,855 1,261 7,184 7,719 1,905 1,370 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -8,873) -1,901 -641 -39 -7,446 -7,641 -9,386 -8,321 513 -552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.6 71.1 0.0 31.4 13.9 79.0 84.9 21.0 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 7 0 6 3 14 10 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 6,922,716 COMMITMENTS 882,505 305,276 739,409 4543675 4991656 6165589 6036341 757,127 886,375 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -698,142) 163,449 -183,187 -22,006 -832,821 -453,117 -691,378 -658,310 -6,764 -39,832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 4.4 10.7 65.6 72.1 89.1 87.2 10.9 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 52 48 77 120 133 217 221 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,132,309 COMMITMENTS 67,613 83,149 45,466 819,504 825,894 932,584 954,509 199,725 177,801 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 7.3 4.0 72.4 72.9 82.4 84.3 17.6 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 539) 100 118 81 227 231 377 383 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 447,022 COMMITMENTS 23,800 35,838 10,474 306,299 303,674 340,573 349,986 106,449 97,036 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 69,780) 1,851 -14,178 1,449 38,024 51,340 41,324 38,611 28,456 31,169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 8.0 2.3 68.5 67.9 76.2 78.3 23.8 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 19 23 16 68 66 97 95 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,426,436 COMMITMENTS 315,215 332,701 78,814 2566027 2611098 2960056 3022613 466,380 403,823 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 380,014) -96,735 -28,511 31,698 336,663 264,082 271,626 267,269 108,388 112,745 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 9.7 2.3 74.9 76.2 86.4 88.2 13.6 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 496) 97 107 68 197 216 331 356 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 106,814 COMMITMENTS 12,613 8,105 393 82,192 92,241 95,198 100,739 11,616 6,075 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 7,396) -1,043 -938 193 3,839 6,103 2,989 5,358 4,407 2,038 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 7.6 0.4 76.9 86.4 89.1 94.3 10.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 8 3 3 51 44 61 48 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 121,827 COMMITMENTS 11,012 13,265 6,674 83,683 85,568 101,368 105,507 20,459 16,320 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 10.9 5.5 68.7 70.2 83.2 86.6 16.8 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 62 31 16 90 92 158 133 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,128 COMMITMENTS 3,859 2,210 353 21,621 15,154 25,833 17,717 4,295 12,411 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 4,341) 48 371 204 3,431 3,619 3,683 4,194 658 147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 7.3 1.2 71.8 50.3 85.7 58.8 14.3 41.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 1 18 16 21 18 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 458,495 COMMITMENTS 63,958 83,471 3,409 310,308 352,071 377,675 438,951 80,820 19,544 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 90,315) 6,718 694 2,022 77,415 83,582 86,155 86,298 4,160 4,017 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 18.2 0.7 67.7 76.8 82.4 95.7 17.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 61 32 13 82 88 148 128 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 57,653 COMMITMENTS 27,729 15,323 1,576 10,978 24,015 40,283 40,914 17,370 16,739 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -51,303) -2,017 -5,988 1,091 -46,219 -45,563 -47,145 -50,460 -4,158 -843 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.1 26.6 2.7 19.0 41.7 69.9 71.0 30.1 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 20 13 4 12 14 35 28 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 30,572 COMMITMENTS 10,479 4,582 0 11,614 7,714 22,093 12,296 8,479 18,276 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -24,102) -5,793 -1,836 -1,946 -10,047 -18,975 -17,786 -22,757 -6,316 -1,345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 15.0 0.0 38.0 25.2 72.3 40.2 27.7 59.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 13 8 0 12 8 25 16 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 33,333 COMMITMENTS 5,423 3,866 97 21,165 18,501 26,685 22,464 6,648 10,869 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -43,104) 39 -13,424 -883 -18,385 -28,207 -19,229 -42,514 -23,875 -590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 11.6 0.3 63.5 55.5 80.1 67.4 19.9 32.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 9 1 15 18 22 27 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 39,543 COMMITMENTS 7,200 269 300 26,459 34,981 33,959 35,550 5,584 3,993 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -246) -583 269 220 -1,795 -2,536 -2,158 -2,047 1,912 1,801 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 0.7 0.8 66.9 88.5 85.9 89.9 14.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 1 1 24 26 31 28 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 28,971 COMMITMENTS 5,287 235 89 14,114 23,622 19,490 23,946 9,481 5,025 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 4,198) -728 0 89 1,209 1,637 570 1,726 3,628 2,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 0.8 0.3 48.7 81.5 67.3 82.7 32.7 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 1 1 15 15 23 17 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 19,765 COMMITMENTS 3,802 7,441 737 11,375 10,279 15,914 18,457 3,851 1,308 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 1,004) 12 -632 736 1,131 1,618 1,879 1,722 -875 -718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 37.6 3.7 57.6 52.0 80.5 93.4 19.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 10 7 2 7 2 17 11
Updated June 18, 2010