CFTC Commitments of Traders Report - CME (Futures Only) BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,371 COMMITMENTS 0 0 0 3,894 3,950 3,894 3,950 477 421 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 82) 0 0 0 93 46 93 46 -11 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.1 90.4 89.1 90.4 10.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 12 16 12 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,138 COMMITMENTS 789 5,007 1,576 18,029 14,359 20,394 20,942 4,744 4,196 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 212) -393 -300 159 524 811 290 670 -78 -458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 19.9 6.3 71.7 57.1 81.1 83.3 18.9 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 10 16 13 30 21 47 44 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 128,927 COMMITMENTS 28,010 47,578 17,236 63,191 38,891 108,437 103,705 20,490 25,222 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 2,254) 2,078 -585 -1,212 -7 2,663 859 866 1,395 1,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 36.9 13.4 49.0 30.2 84.1 80.4 15.9 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 72 68 59 39 43 145 145 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 226,076 COMMITMENTS 69,703 47,931 33,165 103,180 100,428 206,048 181,524 20,028 44,552 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -9,617) -2,262 6,318 -6,484 1,890 -10,178 -6,856 -10,344 -2,761 727 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 21.2 14.7 45.6 44.4 91.1 80.3 8.9 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 80 70 82 79 125 203 248 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,838 COMMITMENTS 3,213 2,562 738 3,089 4,201 7,040 7,501 1,798 1,337 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -498) -79 90 -222 87 -155 -214 -287 -284 -211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 29.0 8.4 35.0 47.5 79.7 84.9 20.3 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 23 19 10 15 22 45 45 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 22,833 COMMITMENTS 8,701 3,181 3,199 5,665 6,588 17,565 12,968 5,268 9,865 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -3,339) -1,788 8 -1,204 -13 -1,640 -3,005 -2,836 -334 -503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 13.9 14.0 24.8 28.9 76.9 56.8 23.1 43.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 30 20 18 27 43 64 74 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 95,923 COMMITMENTS 47,947 14,058 634 11,798 64,497 60,379 79,189 35,544 16,734 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -9,349) -10,479 -7,776 29 1,826 -2,812 -8,624 -10,559 -725 1,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.0 14.7 0.7 12.3 67.2 62.9 82.6 37.1 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 25 8 5 14 18 41 29 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 32,801 COMMITMENTS 10,962 10,999 85 8,164 14,851 19,211 25,935 13,590 6,866 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -9,422) -10,379 4,170 -1 5,347 -13,593 -5,033 -9,424 -4,389 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 33.5 0.3 24.9 45.3 58.6 79.1 41.4 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 10 1 8 9 20 19 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 77,773 COMMITMENTS 57,266 8,804 256 12,339 63,291 69,861 72,351 7,912 5,422 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 15,694) 11,916 -615 219 961 13,561 13,096 13,165 2,598 2,529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.6 11.3 0.3 15.9 81.4 89.8 93.0 10.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 36 14 2 14 16 50 32 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 94,413 COMMITMENTS 24,568 28,824 112 50,172 46,577 74,852 75,513 19,561 18,900 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -12,953) -12,115 -10,087 1 4,072 -1,240 -8,042 -11,326 -4,911 -1,627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 30.5 0.1 53.1 49.3 79.3 80.0 20.7 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 17 19 2 12 18 31 37 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 70,654 COMMITMENTS 24,019 23,195 31 29,869 24,996 53,919 48,222 16,735 22,432 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -9,447) -4,250 5,541 -2 791 -21,408 -3,461 -15,869 -5,986 6,422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 32.8 0.0 42.3 35.4 76.3 68.3 23.7 31.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 17 20 4 17 17 36 39 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 130,222 COMMITMENTS 46,396 29,585 564 27,364 63,139 74,324 93,288 55,898 36,934 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -8,015) -15,047 -4,752 -382 4,380 -9,315 -11,049 -14,449 3,034 6,434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.6 22.7 0.4 21.0 48.5 57.1 71.6 42.9 28.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 44 31 8 23 25 70 61 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,034 COMMITMENTS 19,896 1,085 0 2,351 23,000 22,247 24,085 2,787 949 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,151) 921 310 0 217 837 1,138 1,147 13 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.5 4.3 0.0 9.4 91.9 88.9 96.2 11.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 16 4 0 5 14 21 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 6,679,074 COMMITMENTS 952,320 309,513 731,642 4141835 4763073 5825797 5804228 853,277 874,846 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 79,205) 6,727 13,141 18,457 95,627 27,374 120,811 58,972 -41,606 20,233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 4.6 11.0 62.0 71.3 87.2 86.9 12.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 59 42 78 106 106 204 196 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 388,609 COMMITMENTS 27,164 40,931 2,500 268,503 298,422 298,167 341,853 90,442 46,756 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -4,059) -1,327 1,690 -96 -2,035 -8,417 -3,458 -6,823 -601 2,764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 10.5 0.6 69.1 76.8 76.7 88.0 23.3 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 23 20 8 66 64 94 87 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,595,818 COMMITMENTS 486,943 384,176 37,416 1859559 1941977 2383918 2363569 211,900 232,249 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 48,687) 19,957 -16,479 3,471 -24,012 72,386 -584 59,378 49,271 -10,691 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 14.8 1.4 71.6 74.8 91.8 91.1 8.2 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447) 107 98 36 152 152 274 271 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 101,391 COMMITMENTS 16,041 10,419 250 76,012 86,800 92,303 97,469 9,088 3,922 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -2,286) -824 894 250 -735 -3,820 -1,309 -2,676 -977 390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 10.3 0.2 75.0 85.6 91.0 96.1 9.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 10 8 1 50 30 60 39 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 20,259 COMMITMENTS 2,966 4,292 0 12,016 10,641 14,982 14,933 5,277 5,326 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 742) -944 573 0 386 -781 -558 -208 1,300 950 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 21.2 0.0 59.3 52.5 74.0 73.7 26.0 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 5 0 14 16 18 21 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 336,208 COMMITMENTS 134,893 85,560 4,358 160,358 218,982 299,609 308,900 36,599 27,308 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 20,301) 16,268 13,819 1,401 -1,258 -2,663 16,411 12,557 3,890 7,744 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 25.4 1.3 47.7 65.1 89.1 91.9 10.9 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 52 55 15 51 70 109 134 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 106,896 COMMITMENTS 57,276 8,430 163 22,134 87,447 79,573 96,040 27,323 10,856 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 384) 976 -1,460 0 -133 879 843 -581 -459 965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.6 7.9 0.2 20.7 81.8 74.4 89.8 25.6 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 25 7 1 12 11 38 18 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 36,605 COMMITMENTS 11,914 13,686 0 11,933 15,734 23,847 29,420 12,758 7,185 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 4,305) 2,076 3,473 0 2,934 246 5,010 3,719 -705 586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 37.4 0.0 32.6 43.0 65.1 80.4 34.9 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 14 17 0 16 19 30 36 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,553 COMMITMENTS 14,764 13,528 191 26,996 20,906 41,951 34,625 6,602 13,928 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 6,437) 2,638 1,543 -8 3,004 1,633 5,634 3,168 803 3,269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 27.9 0.4 55.6 43.1 86.4 71.3 13.6 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 16 11 2 27 24 43 37 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 23,992 COMMITMENTS 3,348 6,922 129 17,860 15,104 21,337 22,155 2,655 1,837 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -45) -17 -192 30 -283 813 -270 651 225 -696 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 28.9 0.5 74.4 63.0 88.9 92.3 11.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 4 2 13 12 22 17 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 17,743 COMMITMENTS 4,621 738 2 11,342 16,406 15,965 17,146 1,778 597 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 784) 399 -18 2 119 633 520 617 264 167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 4.2 0.0 63.9 92.5 90.0 96.6 10.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 11 2 1 7 3 19 5 Updated August 14, 2009