CFTC Commitments of Traders Long Report - CME (Futures Only) BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 20,000 POUNDS) : : : : All : 4,825: 0 82 0 4,311 4,192 4,311 4,274: 514 551 Old : 4,825: 0 82 0 4,311 4,192 4,311 4,274: 514 551 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.7 0.0 89.3 86.9 89.3 88.6: 10.7 11.4 Old : 100.0: 0.0 1.7 0.0 89.3 86.9 89.3 88.6: 10.7 11.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 0 16 9 16 10: Old : 20: 0 1 0 16 9 16 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.4 71.4 79.7 86.6 66.4 70.7 79.3 85.2 Old : 66.4 71.4 79.7 86.6 66.4 70.7 79.3 85.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 200,000 POUNDS) : : : : All : 27,553: 2,749 5,039 1,436 20,610 15,795 24,795 22,270: 2,758 5,283 Old : 27,553: 2,749 5,039 1,436 20,610 15,795 24,795 22,270: 2,758 5,283 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : 531: 428 242 14 555 532 997 788: -466 -257 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.0 18.3 5.2 74.8 57.3 90.0 80.8: 10.0 19.2 Old : 100.0: 10.0 18.3 5.2 74.8 57.3 90.0 80.8: 10.0 19.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 76: 13 24 15 27 25 49 55: Old : 76: 13 24 15 27 25 49 55: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.1 35.4 59.8 48.3 45.1 31.7 59.8 43.6 Old : 45.1 35.4 59.8 48.3 45.1 31.7 59.8 43.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 129,583: 21,722 46,949 29,226 59,409 30,593 110,357 106,768: 19,226 22,815 Old : 105,640: 21,823 43,530 22,158 48,253 22,222 92,234 87,910: 13,406 17,730 Other: 23,943: 5,653 9,173 1,314 11,156 8,371 18,123 18,858: 5,820 5,085 : : : : : Changes in Commitments from: June 9, 2009 : : -9,469: -3,530 -674 -4,257 -621 -5,476 -8,408 -10,407: -1,061 938 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.8 36.2 22.6 45.8 23.6 85.2 82.4: 14.8 17.6 Old : 100.0: 20.7 41.2 21.0 45.7 21.0 87.3 83.2: 12.7 16.8 Other: 100.0: 23.6 38.3 5.5 46.6 35.0 75.7 78.8: 24.3 21.2 : : : :# Traders : Number of Traders in Each Category : All : 190: 46 76 60 36 34 127 141: Old : 186: 49 80 52 33 29 121 129: Other: 96: 21 35 15 20 24 52 65: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.0 14.7 37.3 24.7 22.8 14.1 33.7 22.1 Old : 25.8 14.1 39.0 26.4 25.8 14.1 37.0 23.7 Other: 37.9 23.4 50.0 34.5 37.9 23.0 49.4 33.5 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 210,684: 53,109 65,309 28,445 107,071 79,153 188,625 172,907: 22,059 37,777 Old : 210,684: 53,109 65,309 28,445 107,071 79,153 188,625 172,907: 22,059 37,777 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : 78: -980 559 1,258 756 -1,129 1,034 688: -956 -610 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 31.0 13.5 50.8 37.6 89.5 82.1: 10.5 17.9 Old : 100.0: 25.2 31.0 13.5 50.8 37.6 89.5 82.1: 10.5 17.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 294: 63 84 58 67 117 166 232: Old : 294: 63 84 58 67 117 166 232: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.2 12.0 34.9 19.0 22.2 11.4 34.3 17.9 Old : 22.2 12.0 34.9 19.0 22.2 11.4 34.3 17.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 110,000 BOARD FEET) : : : : All : 9,077: 3,604 1,929 798 2,636 4,877 7,038 7,604: 2,039 1,473 Old : 9,077: 3,604 1,929 798 2,636 4,877 7,038 7,604: 2,039 1,473 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : -19: -49 -213 -112 104 496 -57 171: 38 -190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.7 21.3 8.8 29.0 53.7 77.5 83.8: 22.5 16.2 Old : 100.0: 39.7 21.3 8.8 29.0 53.7 77.5 83.8: 22.5 16.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 82: 26 17 7 18 32 51 51: Old : 82: 26 17 7 18 32 51 51: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.3 25.2 47.1 41.7 30.3 25.2 47.1 40.3 Old : 30.3 25.2 47.1 41.7 30.3 25.2 47.1 40.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 22,257: 7,498 5,647 3,159 6,295 5,227 16,952 14,033: 5,305 8,224 Old : 22,257: 7,498 5,647 3,159 6,295 5,227 16,952 14,033: 5,305 8,224 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : 738: 486 1,237 -94 279 -304 671 839: 67 -101 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.7 25.4 14.2 28.3 23.5 76.2 63.0: 23.8 37.0 Old : 100.0: 33.7 25.4 14.2 28.3 23.5 76.2 63.0: 23.8 37.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 113: 27 24 20 33 35 70 72: Old : 113: 27 24 20 33 35 70 72: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.2 25.6 41.6 34.0 21.2 18.5 32.2 25.0 Old : 29.2 25.6 41.6 34.0 21.2 18.5 32.2 25.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF RUB 2,500,000) : : : : All : 12,638: 3,513 1,896 0 8,862 10,584 12,375 12,480: 263 158 Old : 12,638: 3,513 1,896 0 8,862 10,584 12,375 12,480: 263 158 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : -4,044: 152 207 -490 -3,533 -3,444 -3,871 -3,727: -173 -317 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.8 15.0 0.0 70.1 83.7 97.9 98.7: 2.1 1.3 Old : 100.0: 27.8 15.0 0.0 70.1 83.7 97.9 98.7: 2.1 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 4 5 0 9 8 13 13: Old : 21: 4 5 0 9 8 13 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.1 71.9 88.3 89.7 58.9 66.3 78.5 79.1 Old : 64.1 71.9 88.3 89.7 58.9 66.3 78.5 79.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CAD 100,000) : : : : All : 118,604: 31,433 15,973 3,550 50,377 86,141 85,360 105,664: 33,244 12,940 Old : 118,604: 31,433 15,973 3,550 50,377 86,141 85,360 105,664: 33,244 12,940 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : 20,689: -1,972 -4,466 1,994 23,013 20,784 23,035 18,312: -2,346 2,377 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.5 13.5 3.0 42.5 72.6 72.0 89.1: 28.0 10.9 Old : 100.0: 26.5 13.5 3.0 42.5 72.6 72.0 89.1: 28.0 10.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 70: 28 10 6 20 23 50 37: Old : 70: 28 10 6 20 23 50 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.9 45.0 50.0 66.0 21.5 39.1 29.2 49.1 Old : 38.9 45.0 50.0 66.0 21.5 39.1 29.2 49.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CHF 125,000) : : : : All : 30,453: 16,146 8,244 0 1,234 15,084 17,380 23,328: 13,073 7,125 Old : 30,453: 16,146 8,244 0 1,234 15,084 17,380 23,328: 13,073 7,125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : -18,262: 1,267 1,839 -1,944 -15,373 -16,612 -16,050 -16,717: -2,212 -1,545 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.0 27.1 0.0 4.1 49.5 57.1 76.6: 42.9 23.4 Old : 100.0: 53.0 27.1 0.0 4.1 49.5 57.1 76.6: 42.9 23.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 10 9 0 2 6 12 15: Old : 26: 10 9 0 2 6 12 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.4 51.0 52.1 66.7 39.4 51.0 51.6 66.7 Old : 39.4 51.0 52.1 66.7 39.4 51.0 51.6 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF MXN 500,000) : : : : All : 38,677: 23,611 10,870 148 11,426 23,952 35,185 34,970: 3,492 3,707 Old : 38,677: 23,611 10,870 148 11,426 23,952 35,185 34,970: 3,492 3,707 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : -19,610: -2,026 -959 -2,042 -16,356 -17,529 -20,424 -20,530: 814 920 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.0 28.1 0.4 29.5 61.9 91.0 90.4: 9.0 9.6 Old : 100.0: 61.0 28.1 0.4 29.5 61.9 91.0 90.4: 9.0 9.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 59: 22 16 2 10 12 32 30: Old : 59: 22 16 2 10 12 32 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.8 57.9 74.7 71.6 57.8 57.9 74.0 71.6 Old : 57.8 57.9 74.7 71.6 57.8 57.9 74.0 71.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF GBP 62,500) : : : : All : 81,438: 23,982 32,456 188 37,527 29,481 61,697 62,125: 19,741 19,313 Old : 81,438: 23,982 32,456 188 37,527 29,481 61,697 62,125: 19,741 19,313 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : -19,758: 3,095 -3,764 -151 -20,643 -15,038 -17,699 -18,953: -2,059 -805 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.4 39.9 0.2 46.1 36.2 75.8 76.3: 24.2 23.7 Old : 100.0: 29.4 39.9 0.2 46.1 36.2 75.8 76.3: 24.2 23.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 19 17 4 11 17 32 36: Old : 58: 19 17 4 11 17 32 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.0 44.3 56.5 55.0 43.9 44.3 56.1 55.0 Old : 44.0 44.3 56.5 55.0 43.9 44.3 56.1 55.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF JPY 12,500,000) : : : : All : 62,998: 18,287 26,850 316 29,475 18,002 48,078 45,168: 14,920 17,830 Old : 62,998: 18,287 26,850 316 29,475 18,002 48,078 45,168: 14,920 17,830 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : -30,529: -6,935 -671 -185 -24,069 -28,446 -31,189 -29,302: 660 -1,227 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 42.6 0.5 46.8 28.6 76.3 71.7: 23.7 28.3 Old : 100.0: 29.0 42.6 0.5 46.8 28.6 76.3 71.7: 23.7 28.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 61: 13 22 3 14 17 30 39: Old : 61: 13 22 3 14 17 30 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.7 24.3 49.9 37.9 31.4 24.3 49.4 37.8 Old : 31.7 24.3 49.9 37.9 31.4 24.3 49.4 37.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF EUR 125,000) : : : : All : 106,532: 39,854 27,369 330 24,479 48,713 64,663 76,412: 41,869 30,120 Old : 106,532: 39,854 27,369 330 24,479 48,713 64,663 76,412: 41,869 30,120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : -44,151: -9,331 -6,792 -1,813 -32,151 -40,537 -43,295 -49,142: -856 4,991 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.4 25.7 0.3 23.0 45.7 60.7 71.7: 39.3 28.3 Old : 100.0: 37.4 25.7 0.3 23.0 45.7 60.7 71.7: 39.3 28.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 102: 40 25 4 17 24 58 52: Old : 102: 40 25 4 17 24 58 52: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.8 29.5 28.3 43.5 17.3 28.0 27.3 41.9 Old : 17.8 29.5 28.3 43.5 17.3 28.0 27.3 41.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF NZD 100,000) : : : : All : 20,666: 16,325 865 0 2,081 19,131 18,406 19,996: 2,260 670 Old : 20,666: 16,325 865 0 2,081 19,131 18,406 19,996: 2,260 670 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : -14,094: 613 -74 0 -14,586 -13,867 -13,973 -13,941: -121 -153 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.0 4.2 0.0 10.1 92.6 89.1 96.8: 10.9 3.2 Old : 100.0: 79.0 4.2 0.0 10.1 92.6 89.1 96.8: 10.9 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 12 4 0 1 10 13 14: Old : 27: 12 4 0 1 10 13 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.8 82.0 84.1 92.3 68.8 82.0 84.1 92.3 Old : 68.8 82.0 84.1 92.3 68.8 82.0 84.1 92.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $1,000,000) : : : : All : 5,971,329: 748,600 241,296 666,503 3,773,683 4,252,827 5,188,786 5,160,626: 782,543 810,703 Old : 5,971,329: 748,600 241,296 666,503 3,773,683 4,252,827 5,188,786 5,160,626: 782,543 810,703 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : -766,979: -126,148 -140,105 -22,009 -539,897 -550,257 -688,054 -712,371: -78,925 -54,608 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.5 4.0 11.2 63.2 71.2 86.9 86.4: 13.1 13.6 Old : 100.0: 12.5 4.0 11.2 63.2 71.2 86.9 86.4: 13.1 13.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 223: 70 24 76 110 110 203 195: Old : 223: 70 24 76 110 110 203 195: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.0 41.6 33.3 51.5 19.8 34.6 26.7 40.9 Old : 22.0 41.6 33.3 51.5 19.8 34.6 26.7 40.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 500 INDEX X $250.00) : : : : All : 530,674: 49,854 32,576 14,243 334,949 416,602 399,046 463,421: 131,628 67,253 Old : 530,674: 49,854 32,576 14,243 334,949 416,602 399,046 463,421: 131,628 67,253 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : 31,815: 356 1,799 3,129 24,415 23,753 27,900 28,681: 3,915 3,134 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 6.1 2.7 63.1 78.5 75.2 87.3: 24.8 12.7 Old : 100.0: 9.4 6.1 2.7 63.1 78.5 75.2 87.3: 24.8 12.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 147: 23 20 23 82 69 117 101: Old : 147: 23 20 23 82 69 117 101: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.6 29.1 28.7 42.8 17.9 27.1 26.2 39.7 Old : 18.6 29.1 28.7 42.8 17.9 27.1 26.2 39.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($50 X S&P 500 INDEX) : : : : All : 3,243,222: 567,457 388,350 60,963 2,405,142 2,472,334 3,033,562 2,921,647: 209,660 321,575 Old : 3,243,222: 567,457 388,350 60,963 2,405,142 2,472,334 3,033,562 2,921,647: 209,660 321,575 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : 427,880: 18,800 -34,578 2,977 379,204 452,605 400,981 421,004: 26,899 6,876 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.5 12.0 1.9 74.2 76.2 93.5 90.1: 6.5 9.9 Old : 100.0: 17.5 12.0 1.9 74.2 76.2 93.5 90.1: 6.5 9.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 437: 96 99 60 169 179 299 305: Old : 437: 96 99 60 169 179 299 305: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.5 21.5 33.8 31.1 13.6 12.3 24.0 19.6 Old : 21.5 21.5 33.8 31.1 13.6 12.3 24.0 19.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 400 INDEX X $100) : : : : All : 120,858: 12,740 13,899 1,620 94,662 98,106 109,022 113,625: 11,836 7,233 Old : 120,858: 12,740 13,899 1,620 94,662 98,106 109,022 113,625: 11,836 7,233 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : 15,779: 178 -282 1,187 10,667 12,132 12,032 13,037: 3,747 2,742 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.5 11.5 1.3 78.3 81.2 90.2 94.0: 9.8 6.0 Old : 100.0: 10.5 11.5 1.3 78.3 81.2 90.2 94.0: 9.8 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 88: 9 10 5 54 32 67 44: Old : 88: 9 10 5 54 32 67 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.4 48.1 47.2 63.3 26.9 42.3 41.8 57.5 Old : 28.4 48.1 47.2 63.3 26.9 42.3 41.8 57.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 INDEX X $100) : : : : All : 30,908: 2,073 8,824 0 18,454 17,379 20,527 26,203: 10,381 4,705 Old : 30,908: 2,073 8,824 0 18,454 17,379 20,527 26,203: 10,381 4,705 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : 4,211: -1,351 1,712 0 3,647 1,463 2,296 3,175: 1,915 1,036 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 28.5 0.0 59.7 56.2 66.4 84.8: 33.6 15.2 Old : 100.0: 6.7 28.5 0.0 59.7 56.2 66.4 84.8: 33.6 15.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 5 6 0 18 20 23 26: Old : 39: 5 6 0 18 20 23 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.8 42.7 49.2 56.7 31.4 32.6 41.0 45.9 Old : 35.8 42.7 49.2 56.7 31.4 32.6 41.0 45.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 STOCK INDEX X $20) : : : : All : 389,999: 118,978 60,854 12,950 236,867 277,170 368,795 350,974: 21,204 39,025 Old : 389,999: 118,978 60,854 12,950 236,867 277,170 368,795 350,974: 21,204 39,025 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : 108,013: 27,137 2,222 9,833 67,709 92,051 104,679 104,106: 3,334 3,907 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.5 15.6 3.3 60.7 71.1 94.6 90.0: 5.4 10.0 Old : 100.0: 30.5 15.6 3.3 60.7 71.1 94.6 90.0: 5.4 10.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 211: 55 42 27 71 82 136 141: Old : 211: 55 42 27 71 82 136 141: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.6 30.0 53.9 39.9 24.0 15.0 32.9 23.2 Old : 39.6 30.0 53.9 39.9 24.0 15.0 32.9 23.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF AUD 100,000) : : : : All : 73,219: 41,233 9,030 175 11,003 55,571 52,411 64,776: 20,808 8,443 Old : 73,219: 41,233 9,030 175 11,003 55,571 52,411 64,776: 20,808 8,443 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : -34,408: 267 -53 -589 -32,344 -34,507 -32,666 -35,149: -1,742 741 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.3 12.3 0.2 15.0 75.9 71.6 88.5: 28.4 11.5 Old : 100.0: 56.3 12.3 0.2 15.0 75.9 71.6 88.5: 28.4 11.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 50: 22 9 1 9 12 32 21: Old : 50: 22 9 1 9 12 32 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.9 65.0 51.7 78.2 42.9 65.0 51.5 77.4 Old : 42.9 65.0 51.7 78.2 42.9 65.0 51.5 77.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X $5.00) : : : : All : 22,782: 5,602 6,255 0 11,495 11,551 17,097 17,806: 5,685 4,976 Old : 22,782: 5,602 6,255 0 11,495 11,551 17,097 17,806: 5,685 4,976 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : -11,365: -1,931 259 -1,702 -6,114 -7,551 -9,747 -8,994: -1,618 -2,371 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 27.5 0.0 50.5 50.7 75.0 78.2: 25.0 21.8 Old : 100.0: 24.6 27.5 0.0 50.5 50.7 75.0 78.2: 25.0 21.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 9 11 0 9 17 18 28: Old : 44: 9 11 0 9 17 18 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.6 25.8 53.1 42.1 35.2 25.8 52.6 42.1 Old : 35.6 25.8 53.1 42.1 35.2 25.8 52.6 42.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X JPY 500) : : : : All : 24,800: 10,087 5,211 567 9,156 16,656 19,810 22,434: 4,990 2,366 Old : 24,800: 10,087 5,211 567 9,156 16,656 19,810 22,434: 4,990 2,366 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : -42,868: -2,143 -8,497 -2,080 -22,939 -25,708 -27,162 -36,285: -15,706 -6,583 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.7 21.0 2.3 36.9 67.2 79.9 90.5: 20.1 9.5 Old : 100.0: 40.7 21.0 2.3 36.9 67.2 79.9 90.5: 20.1 9.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 52: 17 10 1 12 17 29 28: Old : 52: 17 10 1 12 17 29 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.7 41.4 47.9 57.8 26.7 41.4 43.7 57.8 Old : 28.7 41.4 47.9 57.8 26.7 41.4 43.7 57.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (MSCI EAFE INDEX X $50) : : : : All : 25,801: 2,857 8,078 128 19,440 15,744 22,425 23,950: 3,376 1,851 Old : 25,801: 2,857 8,078 128 19,440 15,744 22,425 23,950: 3,376 1,851 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : 846: -66 -705 -163 -199 1,471 -428 603: 1,274 243 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 31.3 0.5 75.3 61.0 86.9 92.8: 13.1 7.2 Old : 100.0: 11.1 31.3 0.5 75.3 61.0 86.9 92.8: 13.1 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 6 5 3 12 13 20 19: Old : 32: 6 5 3 12 13 20 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.9 68.8 71.1 84.5 54.5 68.8 66.7 81.8 Old : 58.9 68.8 71.1 84.5 54.5 68.8 66.7 81.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 Commitments of Traders - Futures Only, June 16, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (GSCI X $250) : : : : All : 17,545: 4,567 877 0 11,268 16,254 15,835 17,131: 1,710 414 Old : 17,545: 4,567 877 0 11,268 16,254 15,835 17,131: 1,710 414 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : -24: -73 22 0 1,325 1,500 1,252 1,522: -1,276 -1,546 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.0 5.0 0.0 64.2 92.6 90.3 97.6: 9.7 2.4 Old : 100.0: 26.0 5.0 0.0 64.2 92.6 90.3 97.6: 9.7 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 13 2 0 8 4 21 6: Old : 25: 13 2 0 8 4 21 6: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.8 96.4 70.7 97.6 52.5 88.8 65.6 89.4 Old : 56.8 96.4 70.7 97.6 52.5 88.8 65.6 89.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Updated June 19, 2009