CFTC Commitments of Traders Report - CME (Futures Only) MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,881 COMMITMENTS 1,777 5,885 1,479 23,699 17,200 26,955 24,564 3,926 6,317 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 916) -38 172 79 447 818 488 1,069 428 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 19.1 4.8 76.7 55.7 87.3 79.5 12.7 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 9 27 14 26 25 42 59 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 140,566 COMMITMENTS 26,684 47,285 31,618 63,209 39,698 121,511 118,601 19,055 21,965 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -7,192) -3,363 -943 -2,287 -170 -3,673 -5,820 -6,903 -1,372 -289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 33.6 22.5 45.0 28.2 86.4 84.4 13.6 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 61 79 61 39 39 137 149 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 207,951 COMMITMENTS 54,871 65,356 25,994 102,855 78,121 183,720 169,471 24,231 38,480 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 7,765) 3,151 12,441 -1,085 4,466 -6,406 6,532 4,950 1,233 2,815 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 31.4 12.5 49.5 37.6 88.3 81.5 11.7 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 68 90 66 62 114 176 234 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,275 COMMITMENTS 3,466 2,442 1,211 2,469 3,657 7,146 7,310 2,129 1,965 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 1,412) 211 -1,270 685 -96 1,959 800 1,374 612 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 26.3 13.1 26.6 39.4 77.0 78.8 23.0 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 26 19 13 18 29 54 56 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 22,440 COMMITMENTS 7,524 1,838 3,324 6,643 8,302 17,491 13,464 4,949 8,976 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 505) 327 -196 -156 176 489 347 137 158 368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 8.2 14.8 29.6 37.0 77.9 60.0 22.1 40.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 29 20 19 27 45 69 73 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 13,937 COMMITMENTS 3,352 1,176 0 10,275 12,410 13,627 13,586 310 351 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 1,204) 3 -84 0 1,170 1,345 1,173 1,261 31 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 8.4 0.0 73.7 89.0 97.8 97.5 2.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 4 0 13 9 17 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 90,613 COMMITMENTS 31,879 25,285 1,450 22,304 51,157 55,633 77,892 34,980 12,721 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 1,167) -550 4,388 221 445 -2,323 116 2,286 1,051 -1,119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 27.9 1.6 24.6 56.5 61.4 86.0 38.6 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 26 13 6 16 21 43 40 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,429 COMMITMENTS 15,412 6,813 180 11,344 26,590 26,936 33,583 15,493 8,846 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 2,802) 1,483 -442 -32 242 3,539 1,693 3,065 1,109 -263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 16.1 0.4 26.7 62.7 63.5 79.2 36.5 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 12 10 3 8 8 22 19 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 50,823 COMMITMENTS 32,097 6,709 609 14,922 42,051 47,628 49,369 3,195 1,454 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 554) 745 -839 214 -342 1,424 617 799 -63 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.2 13.2 1.2 29.4 82.7 93.7 97.1 6.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 25 14 3 12 14 37 31 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 99,293 COMMITMENTS 20,137 40,297 1,091 56,691 33,476 77,919 74,864 21,374 24,429 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 5,809) 2,413 -2,232 599 -196 5,861 2,816 4,228 2,993 1,581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 40.6 1.1 57.1 33.7 78.5 75.4 21.5 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 18 21 6 14 17 35 41 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 96,969 COMMITMENTS 34,077 24,456 522 42,726 54,840 77,325 79,818 19,644 17,151 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 263) -783 -2,395 167 4,810 5,329 4,194 3,101 -3,931 -2,838 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 25.2 0.5 44.1 56.6 79.7 82.3 20.3 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 22 25 7 18 23 46 49 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 151,004 COMMITMENTS 48,585 41,792 857 55,089 77,093 104,531 119,742 46,473 31,262 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 11,647) 1,382 10,173 197 10,357 1,194 11,936 11,564 -289 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 27.7 0.6 36.5 51.1 69.2 79.3 30.8 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 49 33 11 26 28 78 69 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,273 COMMITMENTS 15,297 1,165 0 9,349 25,171 24,646 26,336 2,627 937 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 2,518) 1,946 346 0 358 2,095 2,304 2,441 214 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.1 4.3 0.0 34.3 92.3 90.4 96.6 9.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 12 5 0 9 11 21 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 6,737,486 COMMITMENTS 1030835 338,118 603,441 4086136 4932608 5720412 5874167 1017074 863,319 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 11,461) -76,712 -7,589 -43,138 53,897 -12,840 -65,953 -63,567 77,414 75,028 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 5.0 9.0 60.6 73.2 84.9 87.2 15.1 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 57 38 70 111 107 199 192 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 482,591 COMMITMENTS 48,023 28,728 6,387 308,745 390,058 363,155 425,173 119,436 57,418 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 5,149) 806 -270 1,101 -1,108 2,660 799 3,491 4,350 1,658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 6.0 1.3 64.0 80.8 75.3 88.1 24.7 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 22 18 15 78 65 104 94 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,757,744 COMMITMENTS 553,101 419,809 39,753 1991860 1975637 2584714 2435199 173,030 322,545 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 21,018) -15,510 -6,812 -1,394 58,069 12,523 41,165 4,317 -20,147 16,701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 15.2 1.4 72.2 71.6 93.7 88.3 6.3 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 432) 95 106 39 148 151 262 277 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 106,346 COMMITMENTS 13,845 11,284 392 82,790 91,430 97,027 103,106 9,319 3,240 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -997) -2,087 -980 71 81 -269 -1,935 -1,178 938 181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 10.6 0.4 77.8 86.0 91.2 97.0 8.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 9 6 1 44 31 53 38 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 26,422 COMMITMENTS 3,045 7,097 0 14,972 16,299 18,017 23,396 8,405 3,026 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -1,555) 531 -215 0 -2,024 -517 -1,493 -732 -62 -823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 26.9 0.0 56.7 61.7 68.2 88.5 31.8 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 5 0 12 17 17 22 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 282,867 COMMITMENTS 96,725 53,468 4,629 163,689 188,244 265,043 246,341 17,824 36,526 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -19,239) -20,845 -4,696 1,952 173 -10,887 -18,720 -13,631 -519 -5,608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 18.9 1.6 57.9 66.5 93.7 87.1 6.3 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 57 45 16 52 62 115 118 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 92,940 COMMITMENTS 42,095 11,351 296 26,621 74,542 69,012 86,189 23,928 6,751 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 2,903) 437 2,162 -74 2,828 1,512 3,191 3,600 -288 -697 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.3 12.2 0.3 28.6 80.2 74.3 92.7 25.7 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 25 11 3 14 16 41 28 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 27,311 COMMITMENTS 7,796 5,743 201 13,320 16,054 21,317 21,998 5,994 5,313 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 1,835) -622 946 200 2,317 879 1,895 2,025 -60 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 21.0 0.7 48.8 58.8 78.1 80.5 21.9 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 14 11 1 15 18 30 30 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,693 COMMITMENTS 11,727 14,278 2,789 24,395 32,634 38,911 49,701 15,782 4,992 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -4,421) 1,266 -2,995 586 1,542 1,560 3,394 -849 -7,815 -3,572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 26.1 5.1 44.6 59.7 71.1 90.9 28.9 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 18 17 4 20 22 39 42 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 23,639 COMMITMENTS 3,218 7,985 281 18,302 13,868 21,801 22,134 1,838 1,505 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -1,279) 362 -1,007 173 -1,497 -92 -962 -926 -317 -353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 33.8 1.2 77.4 58.7 92.2 93.6 7.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 5 4 11 10 22 17 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 16,177 COMMITMENTS 4,649 753 0 10,156 15,104 14,805 15,857 1,372 320 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -495) 165 34 0 -434 -283 -269 -249 -226 -246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 4.7 0.0 62.8 93.4 91.5 98.0 8.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 12 2 0 7 5 19 7 Updated June 5, 2009