BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,208 COMMITMENTS 60 0 0 3,247 4,022 3,307 4,022 901 186 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 23) 0 0 0 22 6 22 6 1 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 77.2 95.6 78.6 95.6 21.4 4.4 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 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,945 COMMITMENTS 339 8,806 420 24,702 14,126 25,461 23,352 3,484 5,593 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 702) -77 421 208 491 -36 622 593 80 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 30.4 1.5 85.3 48.8 88.0 80.7 12.0 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 2 22 7 30 23 38 46 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 190,566 COMMITMENTS 45,631 30,251 31,882 91,507 98,650 169,020 160,783 21,546 29,783 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 8,415) 1,341 470 3,903 2,513 1,759 7,757 6,132 658 2,283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 15.9 16.7 48.0 51.8 88.7 84.4 11.3 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 85 61 84 50 62 182 171 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 323,193 COMMITMENTS 115,564 57,944 47,779 130,154 155,538 293,497 261,261 29,696 61,932 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -1,961) 2,074 4,511 -5,032 -2,616 -2,965 -5,574 -3,486 3,613 1,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 17.9 14.8 40.3 48.1 90.8 80.8 9.2 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369) 105 74 97 73 162 230 292 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,442 COMMITMENTS 3,510 3,343 1,178 2,721 3,223 7,409 7,744 2,033 1,698 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 81) 52 589 -153 6 -235 -95 201 176 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 35.4 12.5 28.8 34.1 78.5 82.0 21.5 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 20 27 13 16 20 44 54 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,085 COMMITMENTS 13,879 6,942 2,850 11,322 7,852 28,051 17,644 7,034 17,441 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 1,600) -276 352 455 813 738 992 1,545 608 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.6 19.8 8.1 32.3 22.4 80.0 50.3 20.0 49.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 34 26 18 36 48 81 83 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,135 COMMITMENTS 4,071 1,414 602 17,809 24,951 22,482 26,967 4,653 168 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -4,147) 372 432 -119 -3,423 -1,616 -3,170 -1,303 -977 -2,844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 5.2 2.2 65.6 92.0 82.9 99.4 17.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 3 1 13 9 19 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 86,397 COMMITMENTS 38,499 12,146 15 13,163 60,779 51,677 72,940 34,720 13,457 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -41,522) 1,039 2,040 -7,543 -34,461 -34,514 -40,965 -40,017 -557 -1,505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.6 14.1 0.0 15.2 70.3 59.8 84.4 40.2 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 25 11 2 13 20 39 32 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,561 COMMITMENTS 9,620 19,885 2 27,203 9,470 36,825 29,357 6,736 14,204 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -531) 768 -5,443 1 -589 5,138 180 -304 -711 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 45.6 0.0 62.4 21.7 84.5 67.4 15.5 32.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 11 12 1 9 11 21 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 60,656 COMMITMENTS 40,797 5,158 31 14,216 54,414 55,044 59,603 5,612 1,053 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 7,980) 7,383 41 3 65 8,169 7,451 8,213 529 -233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.3 8.5 0.1 23.4 89.7 90.7 98.3 9.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 31 14 1 12 20 43 35 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 125,471 COMMITMENTS 15,921 62,267 497 93,645 31,529 110,063 94,293 15,408 31,178 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 6,170) 2,840 1,052 6 2,079 6,477 4,925 7,535 1,245 -1,365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 49.6 0.4 74.6 25.1 87.7 75.2 12.3 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 17 41 3 14 24 34 65 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 91,415 COMMITMENTS 29,257 25,627 483 43,517 39,436 73,257 65,546 18,158 25,869 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 9,198) 5,953 -1,357 483 50 12,554 6,486 11,680 2,712 -2,482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 28.0 0.5 47.6 43.1 80.1 71.7 19.9 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 21 27 1 19 26 41 53 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 224,050 COMMITMENTS 41,013 111,987 764 139,417 58,197 181,194 170,948 42,856 53,102 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -3,582) -8,513 101 -1,091 5,812 -417 -3,792 -1,407 210 -2,175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 50.0 0.3 62.2 26.0 80.9 76.3 19.1 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 40 57 11 37 38 82 101 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 10,476 COMMITMENTS 6,721 5,899 0 1,194 3,272 7,915 9,171 2,561 1,305 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 1,387) 2,392 -559 0 -1,661 2,011 731 1,452 656 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.2 56.3 0.0 11.4 31.2 75.6 87.5 24.4 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 8 8 0 4 8 12 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,068,312 COMMITMENTS 967,983 416,931 724,526 4594096 5015500 6286605 6156957 781,707 911,355 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 145,596) 85,478 111,655 -14,883 50,421 23,844 121,016 120,616 24,580 24,980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 5.9 10.3 65.0 71.0 88.9 87.1 11.1 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 51 50 77 123 131 223 218 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 822,092 COMMITMENTS 67,766 72,899 11,381 594,634 615,490 673,782 699,770 148,310 122,322 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -310,217) 153 -10,249 -34,086 -224,870 -210,403 -258,803 -254,738 -51,415 -55,479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 8.9 1.4 72.3 74.9 82.0 85.1 18.0 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 509) 85 112 39 199 209 312 333 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 300,643 COMMITMENTS 23,095 25,856 1,036 209,845 193,334 233,976 220,226 66,667 80,417 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -146,379) -705 -9,982 -9,438 -96,454 -110,340 -106,597 -129,760 -39,782 -16,619 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 8.6 0.3 69.8 64.3 77.8 73.3 22.2 26.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 14 19 7 58 58 76 80 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,607,245 COMMITMENTS 254,185 266,045 20,896 1923947 2110781 2199028 2397722 408,217 209,523 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -819,191) -61,030 -66,656 -57,918 -642,080 -500,317 -761,028 -624,891 -58,163 -194,300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 10.2 0.8 73.8 81.0 84.3 92.0 15.7 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 460) 81 101 32 167 190 269 302 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 90,149 COMMITMENTS 10,145 7,817 967 68,115 78,067 79,227 86,851 10,922 3,298 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -16,665) -2,468 -288 574 -14,077 -14,174 -15,971 -13,888 -694 -2,777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 8.7 1.1 75.6 86.6 87.9 96.3 12.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 9 2 1 44 38 53 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,845 COMMITMENTS 13,228 10,903 396 40,019 43,034 53,643 54,333 4,202 3,512 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -63,982) 2,217 -2,362 -6,277 -43,664 -42,534 -47,725 -51,174 -16,257 -12,808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 18.8 0.7 69.2 74.4 92.7 93.9 7.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 63 32 9 56 74 121 113 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 289,227 COMMITMENTS 66,142 54,515 1,981 200,094 215,170 268,217 271,666 21,010 17,561 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -169,268) 2,184 -28,956 -1,428 -110,214 -136,901 -109,458 -167,285 -59,810 -1,983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 18.8 0.7 69.2 74.4 92.7 93.9 7.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 63 32 9 56 74 121 113 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 60,340 COMMITMENTS 29,809 18,003 81 11,625 27,219 41,515 45,303 18,825 15,037 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 2,687) 2,080 2,680 -1,495 647 3,204 1,232 4,389 1,455 -1,702 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.4 29.8 0.1 19.3 45.1 68.8 75.1 31.2 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 16 15 3 12 17 30 33 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 30,840 COMMITMENTS 10,214 4,887 8 10,829 8,896 21,051 13,791 9,789 17,049 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 268) -265 305 8 -785 1,182 -1,042 1,495 1,310 -1,227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 15.8 0.0 35.1 28.8 68.3 44.7 31.7 55.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 13 9 1 11 7 24 17 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 38,044 COMMITMENTS 6,311 4,048 159 23,554 21,091 30,024 25,298 8,020 12,746 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 4,711) 888 182 62 2,389 2,590 3,339 2,834 1,372 1,877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 10.6 0.4 61.9 55.4 78.9 66.5 21.1 33.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 8 2 15 19 24 27 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 34,428 COMMITMENTS 6,319 0 300 23,929 31,925 30,548 32,225 3,880 2,203 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -5,115) -881 -269 0 -2,530 -3,056 -3,411 -3,325 -1,704 -1,790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 0.0 0.9 69.5 92.7 88.7 93.6 11.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 7 0 1 17 21 24 22 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 25,016 COMMITMENTS 5,800 235 0 12,869 23,031 18,669 23,266 6,347 1,750 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -3,955) 513 0 -89 -1,245 -591 -821 -680 -3,134 -3,275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 0.9 0.0 51.4 92.1 74.6 93.0 25.4 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 1 0 13 14 23 15 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 16,422 COMMITMENTS 2,966 5,307 0 10,029 10,325 12,995 15,632 3,427 790 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -3,343) -836 -2,134 -737 -1,346 46 -2,919 -2,825 -424 -518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 32.3 0.0 61.1 62.9 79.1 95.2 20.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 6 0 6 2 14 8
Updated June 25, 2010