CFTC Commitments of Traders Report - CME (Futures Only) BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,803 COMMITMENTS 178 0 0 3,187 3,572 3,365 3,572 438 231 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -632) 92 -87 -28 -676 -429 -612 -544 -20 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.0 0.0 83.8 93.9 88.5 93.9 11.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 17 13 18 13 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,107 COMMITMENTS 1,055 4,222 1,389 15,585 12,656 18,029 18,267 5,078 4,840 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -3,456) 83 -849 -145 -3,677 -2,059 -3,739 -3,053 283 -403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 18.3 6.0 67.4 54.8 78.0 79.1 22.0 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 9 17 15 28 20 46 44 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 144,807 COMMITMENTS 29,391 60,776 22,563 72,416 36,964 124,370 120,303 20,437 24,504 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 2,936) -387 2,708 1,049 2,429 1,224 3,091 4,981 -155 -2,045 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 42.0 15.6 50.0 25.5 85.9 83.1 14.1 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 69 74 65 40 44 151 156 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 242,009 COMMITMENTS 70,615 62,639 34,403 114,433 97,096 219,451 194,138 22,558 47,871 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -2,342) -4,974 -4,140 -1,091 1,740 78 -4,325 -5,153 1,983 2,811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 25.9 14.2 47.3 40.1 90.7 80.2 9.3 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330) 89 84 76 73 122 198 256 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,277 COMMITMENTS 3,887 3,740 583 2,883 2,992 7,353 7,315 1,924 1,962 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -274) 323 114 9 -83 -281 249 -158 -523 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.9 40.3 6.3 31.1 32.3 79.3 78.9 20.7 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 27 25 9 16 19 48 51 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,656 COMMITMENTS 8,625 8,331 2,968 7,855 5,614 19,448 16,913 7,208 9,743 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 1,159) -20 1,087 453 -143 -155 290 1,385 869 -226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 31.3 11.1 29.5 21.1 73.0 63.4 27.0 36.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 31 30 27 34 37 79 86 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 105,084 COMMITMENTS 42,844 6,026 3,819 22,704 79,856 69,367 89,701 35,717 15,383 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 16,420) 5,006 1,077 2,287 7,666 15,234 14,959 18,598 1,461 -2,178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 5.7 3.6 21.6 76.0 66.0 85.4 34.0 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 28 7 10 17 21 51 35 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,293 COMMITMENTS 23,371 5,234 754 8,146 38,755 32,271 44,743 20,022 7,550 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 7,686) 3,744 -141 669 1,265 7,511 5,678 8,039 2,008 -353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.7 10.0 1.4 15.6 74.1 61.7 85.6 38.3 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 20 5 4 8 15 30 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 75,528 COMMITMENTS 27,141 23,077 503 44,973 48,986 72,617 72,566 2,911 2,962 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -2,625) -17,618 8,365 -37 17,024 -9,889 -631 -1,561 -1,994 -1,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 30.6 0.7 59.5 64.9 96.1 96.1 3.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 23 18 3 16 15 41 35 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 105,694 COMMITMENTS 29,336 35,296 1,742 57,760 50,260 88,838 87,298 16,856 18,396 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 8,079) 6,304 -5,254 1,733 514 15,046 8,551 11,525 -472 -3,446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 33.4 1.6 54.6 47.6 84.1 82.6 15.9 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 21 19 8 16 19 41 42 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 115,249 COMMITMENTS 56,725 15,926 436 30,640 81,948 87,801 98,310 27,448 16,939 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 7,644) 4,684 -3,750 268 622 10,453 5,574 6,971 2,070 673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.2 13.8 0.4 26.6 71.1 76.2 85.3 23.8 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 30 19 7 18 22 52 44 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 149,891 COMMITMENTS 56,543 38,510 2,788 38,907 79,614 98,238 120,912 51,653 28,979 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 21,844) 13,919 4,903 1,782 781 16,269 16,482 22,954 5,362 -1,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 25.7 1.9 26.0 53.1 65.5 80.7 34.5 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 44 32 15 31 33 81 74 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,859 COMMITMENTS 18,988 865 0 7,950 28,358 26,938 29,223 2,921 636 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 3,800) 386 -73 0 3,216 4,132 3,602 4,059 198 -259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.6 2.9 0.0 26.6 95.0 90.2 97.9 9.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 14 4 0 7 14 21 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,036,124 COMMITMENTS 1294132 387,279 784,302 4039133 5010243 6117567 6181824 918,557 854,300 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 137,241) 115,286 55,553 2,765 39,143 102,885 157,194 161,203 -19,953 -23,962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 5.5 11.1 57.4 71.2 86.9 87.9 13.1 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 66 43 77 109 116 212 207 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 422,209 COMMITMENTS 25,141 38,608 2,091 292,005 322,568 319,237 363,267 102,972 58,942 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 15,810) 2,395 2,312 226 6,463 10,692 9,084 13,230 6,726 2,580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 9.1 0.5 69.2 76.4 75.6 86.0 24.4 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 14 24 12 70 64 95 89 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,688,470 COMMITMENTS 456,292 376,261 38,205 1999185 2036827 2493682 2451293 194,788 237,177 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 14,731) -1,864 18,252 1,009 34,944 -8,453 34,089 10,808 -19,358 3,923 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 14.0 1.4 74.4 75.8 92.8 91.2 7.2 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 444) 98 96 43 164 159 281 280 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 99,329 COMMITMENTS 17,096 11,537 0 75,303 83,968 92,399 95,505 6,930 3,824 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 3,463) 2,736 614 -194 568 3,168 3,110 3,588 353 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 11.6 0.0 75.8 84.5 93.0 96.2 7.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 10 12 0 48 28 58 40 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 23,148 COMMITMENTS 3,509 6,605 0 15,615 12,444 19,124 19,049 4,024 4,099 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 412) 1,178 -507 0 -653 139 525 -368 -113 780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 28.5 0.0 67.5 53.8 82.6 82.3 17.4 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 5 0 12 17 14 22 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 364,640 COMMITMENTS 115,903 119,074 3,581 216,768 222,583 336,252 345,238 28,388 19,402 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 16,787) 27,139 14,717 -4,525 -11,765 6,222 10,849 16,414 5,938 373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 32.7 1.0 59.4 61.0 92.2 94.7 7.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 59 57 14 50 71 119 132 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 114,028 COMMITMENTS 54,829 6,445 708 28,223 95,497 83,760 102,650 30,268 11,378 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 11,113) 2,862 -3,586 119 3,467 14,451 6,448 10,984 4,665 129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.1 5.7 0.6 24.8 83.7 73.5 90.0 26.5 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 22 7 5 13 16 39 24 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 46,439 COMMITMENTS 11,466 13,610 1,111 15,346 19,145 27,923 33,866 18,516 12,573 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 9,163) 1,271 -554 910 2,475 3,046 4,656 3,402 4,507 5,761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 29.3 2.4 33.0 41.2 60.1 72.9 39.9 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 14 14 4 21 18 36 35 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 70,711 COMMITMENTS 17,058 13,762 825 40,528 28,433 58,411 43,020 12,300 27,691 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 13,468) 735 1,443 -19 6,974 4,825 7,690 6,249 5,778 7,219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 19.5 1.2 57.3 40.2 82.6 60.8 17.4 39.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 16 11 4 29 23 47 36 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 24,142 COMMITMENTS 3,586 6,840 129 17,100 15,257 20,815 22,226 3,327 1,916 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -366) 37 -90 0 -431 -307 -394 -397 28 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 28.3 0.5 70.8 63.2 86.2 92.1 13.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 3 2 13 13 23 17 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 16,591 COMMITMENTS 3,412 221 0 11,616 15,713 15,028 15,934 1,563 657 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -577) -517 -12 0 -74 -902 -591 -914 14 337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 1.3 0.0 70.0 94.7 90.6 96.0 9.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 2 0 10 2 19 4 Updated September 11, 2008